VEGAS Monte Carlo code for integrating a function

2 views (last 30 days)
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.

Answers (1)

Image Analyst
Image Analyst on 27 Jun 2014
I guess not much will get done then.

Categories

Find more on Financial Data in Help Center and File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!