# CODE_3_3_CLASSICAL_MONTECARLO_INTEGRATION

# import the required libraries

import matplotlib.pyplot as plt
import random as rn
import numpy as np
import math as m

# INPUTS
rn.seed(12345) # set seed of random sequence to 12345
N = 100 # number of simulations
a = -2 # start integration interval
b = +5 # end integration interval
x_vector = np.zeros(N)
f_vector = np.zeros(N)

def f_integrand(x):
result = -pow(x,3) + 5*pow(x,2) - x + 17 # function to integrate
return result

# Step 1: generate random scenarios in [a,b]

for i in range(N):
x_vector[i] = (b-a)*rn.random() + a

# Step 2: operations on each scenario

for i in range(N):
f_vector[i] = f_integrand(x_vector[i])

# Step 3: calculate output estimates

integral_estimate = (b-a)/N*sum(f_vector)
print(integral_estimate)

# PLOT draw function and random sample points

x = np.linspace(a, b, 100)
plt.plot(x, f_integrand(x)) # function
plt.scatter(x_vector, f_vector, alpha=.2) # random samples
plt.show()