>> ccfi_sparse_test

CCFI_SPARSE_TEST:
  CCFI sparse grid:
  Sparse nested quadrature for a D-dimensional integral:
    integral ( 0 <= x < +oo ) f(x) exp(-x) dx
  Exact integral should be 1

   D  Level   Nodes    SG estimate MC estimate
                       SG error    MC error

  10      1       1           1           1
                              0           0
  10      2      21           1           1
                     4.4409e-16           0
  10      3     221           1           1
                     6.2172e-15           0
  10      4    1581           1           1
                     1.0232e-12           0
  10      5    8741           1           1
                     5.8549e-12           0
  10      6   40025           1           1
                     3.0695e-11           0