Monte Carlo Integrator

Module containing Monte Carlo integrator.

raises ValueError:

Lower and upper bounds are of different dimensions.

return:

Approximate integral value

rtype:

float

monte.monte_carlo_integrator.integrator(integrand, lower_bounds, upper_bounds, n)

Integrates n-dimensional function using Monte Carlo simulation

Parameters:

• integrand (function) – Integrand, function to be integrated

• lower_bounds (ndarray) – Lower bound(s) of the integration region

• upper_bounds (ndarray) – Upper bound(s) of the integration region

• n (int) – Number of simulation samples

Raises:

ValueError – Error raised if bounds provided are of different dimensions

Returns:

Estimated integral value

Return type:

float