Monte Carlo numerical multiple integration with simplex

Monte Carlo numerical integration for integrals of any size.

You are now following this Submission

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 (2026). 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 .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
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