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