ccff_test

CCFF_TEST:
  Boyd's CCFF quadrature over [0,1]:
  Exact integral is       0.19146246

   Level   Nodes         Estimate    Error

   1          1        0.19333406  9.78e-03
   2          3        0.19145975  1.42e-05
   3          7        0.19146246  2.97e-11
   4         15        0.19146246  1.45e-16
   5         31        0.19146246  1.45e-16
ccff_sparse_test

CCFF_SPARSE_TEST:
  CCFF sparse grid:
  Sparse nested, unweighted quadrature over [0,1].
  Exact integral should be 6.61967e-08

   D  Level   Nodes    SG estimate MC estimate
                       SG error    MC error

  10      1       1   7.296e-08  6.6241e-08
                        0.10217     0.11477
  10      2      21  6.7636e-08  6.6071e-08
                       0.021736    0.024195
  10      3     221  6.6061e-08  6.6183e-08
                      0.0020433   0.0079134
  10      4    1581  6.6179e-08  6.6197e-08
                     0.00026285     0.00301
  10      5    8741  6.6198e-08    6.62e-08
                     2.3953e-05   0.0012878
diary off