VEGAS Monte Carlo code for integrating a function
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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.
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Image Analyst
le 27 Juin 2014
0 votes
I guess not much will get done then.
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