Data commit

Task/Monte-Carlo-methods/R/monte-carlo-methods.r

@@ -0,0 +1,27 @@
+# nice but not suitable for big samples!
+monteCarloPi <- function(samples) {
+  x <- runif(samples, -1, 1) # for big samples, you need a lot of memory!
+  y <- runif(samples, -1, 1)
+  l <- sqrt(x*x + y*y)
+  return(4*sum(l<=1)/samples)
+}
+
+# this second function changes the samples number to be
+# multiple of group parameter (default 100).
+monteCarlo2Pi <- function(samples, group=100) {
+  lim <- ceiling(samples/group)
+  olim <- lim
+  c <- 0
+  while(lim > 0) {
+    x <- runif(group, -1, 1)
+    y <- runif(group, -1, 1)
+    l <- sqrt(x*x + y*y)
+    c <- c + sum(l <= 1)
+    lim <- lim - 1
+  }
+  return(4*c/(olim*group))
+}
+
+print(monteCarloPi(1e4))
+print(monteCarloPi(1e5))
+print(monteCarlo2Pi(1e7))