quad_monte_carlo_test

quad_monte_carlo_test, an Octave code which calls quad_monte_carlo(), which uses n random samples to estimate the integral of a function f(x) over an interval [a,b].

Licensing:

The information on this web page is distributed under the MIT license.

Related Data and Programs:

quad_monte_carlo, an Octave code which interactively uses n random samples to estimate the integral of a function f(x) over an interval [a,b].

Source Code:

• quad_monte_carlo_test.m the source code.
• quad_monte_carlo_test.sh runs all the tests.
• quad_monte_carlo_test.txt the output file.

• humps_fun.m an example of a user-defined integrand.