Integration Test Problems
Below is a short list of functions and datasets used as integrands in testing multidimensional integration algorithms. Each page contains information about the corresponding function or dataset, as well as MATLAB and R implementations.
- Continuous Integrand Family
- Corner Peak Integrand Family
- Discontinuous Integrand Family
- Gaussian Peak Integrand Family
- Oscillatory Integrand Family
- Product Peak Integrand Family
- G-Function
- Morokoff & Caflisch (1995) Function 1
- Morokoff & Caflisch (1995) Function 2
- Roos & Arnold (1963) Function
- Bratley et al. (1992) Function
- Zhou (1998) Function
Genz (1984) Integrand Families
Product Functions
Other
For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.
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