Monte-Carlo integration

Versión 3.0.0.0 (12,3 KB) por Alexander
MC integration of n-dimensional integral with stratified and antithetic sampling
1K descargas
Actualizado 11 oct 2015

Ver licencia

integralN_mc integrates over N dimensional domain with possibly infinite bounds. The aim of this program is provide the user with a robust monte carlo integration routine that is able to use stratified sampling as well as antithetic sampling. Further, it can adapt the number of function calls between iterations to efficiently use vectorizations. It can also report results for each iteration or just final results (similar to fminsearch), and for 1 or 2 dimensions it plots results in a graph, if desired.

Citar como

Alexander (2024). Monte-Carlo integration (https://www.mathworks.com/matlabcentral/fileexchange/53477-monte-carlo-integration), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2014b
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Bounding Regions en Help Center y MATLAB Answers.

Community Treasure Hunt

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

Start Hunting!
Versión Publicado Notas de la versión
3.0.0.0