Monte Carlo numerical multiple integration with simplex

Version 1.4.0.0 (964 Bytes) by Simone
Monte Carlo numerical integration for integrals of any size.
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Updated 16 Apr 2015

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Monte Carlo numerical integration for integral of any size.
Inputs:
- f : handle to the (vectorial column) function to integrate
- in : N-by-dim matrix containing the sample points (N is the number of samples, dim is the number of variables)
- lo : lower bounds of integration
- hi : upper bounds of integration
- useSimplex : if the points were sampled from the simplex

Outputs:
- out : (vector column) result

Cite As

Simone (2024). Monte Carlo numerical multiple integration with simplex (https://www.mathworks.com/matlabcentral/fileexchange/50479-monte-carlo-numerical-multiple-integration-with-simplex), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.4.0.0

.

1.3.0.0

Tags updated.

1.2.0.0

Fixed volume for higher dimension when using the simplex.

1.1.0.0

Changed title.

1.0.0.0