/*
* MonteCarloIntegral.java
*
* Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard
*
* This file is part of BEAST.
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* BEAST is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* BEAST is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with BEAST; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package dr.math;
/**
* Approximates the integral of a given function using Monte Carlo integration
*
* @author Alexei Drummond
*
* @version $Id: MonteCarloIntegral.java,v 1.5 2005/05/24 20:26:01 rambaut Exp $
*/
public class MonteCarloIntegral implements Integral {
public MonteCarloIntegral(int sampleSize) {
this.sampleSize = sampleSize;
}
/**
* @return the approximate integral of the given function
* within the given range using simple monte carlo integration.
* @param f the function whose integral is of interest
* @param min the minimum value of the function
* @param max the upper limit of the function
*/
public double integrate(UnivariateFunction f, double min, double max) {
double integral = 0.0;
double range = (max - min);
for (int i =1; i <= sampleSize; i++) {
integral += f.evaluate((MathUtils.nextDouble() * range) + min);
}
integral *= range/(double)sampleSize;
return integral;
}
private int sampleSize;
}