VEGAS Monte Carlo code for integrating a function

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.

Respuestas (1)

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Preguntada:

el 18 de Mzo. de 2014

Respondida:

el 27 de Jun. de 2014

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