VEGAS Monte Carlo code for integrating a function
3 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I need a matlab code that implements the VEGAS Monte Carlo sampling method to integrate numerically a given function. I need both 1-D and 2-D integrals. In spite of my efforts, I was unable to find any matlab code for this task, and I don't feel like translating one of the existing C++ or Fortran codes (e.g. Numerical Recipes).
Thank you very much.
0 Kommentare
Antworten (1)
Siehe auch
Kategorien
Mehr zu Monte-Carlo finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!