Accord.Math.Integration.MonteCarloIntegration.MonteCarloIntegration C# (CSharp) Method

MonteCarloIntegration() public method

Constructs a new Monte Carlo integration method.
public MonteCarloIntegration ( int parameters ) : System
parameters int The number of parameters expected by the integrand.
return System
        public MonteCarloIntegration(int parameters)
        {
            if (parameters <= 0)
            {
                throw new ArgumentOutOfRangeException("parameters",
                    "Number of parameters must be higher than zero.");
            }

            this.NumberOfParameters = parameters;
            this.Range = new DoubleRange[parameters];
            this.Random = new Random(Generator.Random.Next());

            for (int i = 0; i < Range.Length; i++)
                Range[i].Max = 1;

            this.Iterations = 1000;
            this.Reset();
        }

Same methods

MonteCarloIntegration::MonteCarloIntegration ( int parameters, double>.Func function ) : System