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Re: [Help-gsl] quasi-Monte Carlo integration

From: Rhys Ulerich
Subject: Re: [Help-gsl] quasi-Monte Carlo integration
Date: Mon, 11 Nov 2013 10:13:13 -0600

Hi David,

> It occurred to me today that I should have sent this out some time ago,
> but anyway... unless I'm missing something, I don't believe GSL natively
> includes any way to do quasi-Monte Carlo integration, and neither do any
> of the listed extensions allow for it. So I wrote my own, at
> It is just a copy of the (plain) GSL Monte Carlo integrator that uses a
> quasirandom number generator instead of a pseudorandom number generator.

Thank you.  Is there some way that we could wrap a gsl_qrng into
something providing a gsl_rng interface?  This would permit handing
the entire Quasi MC problem off to the normal MC code.

- Rhys

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