gsl-shell.git - gsl-shell

diff --git a/help.lua b/help.lua
index edd3aa7f..5a22080b 100644
--- a/help.lua
+++ b/help.lua

@@ -1,5 +1,5 @@

-local help_files = {'graphics', 'matrix', 'iter', 'integ', 'ode', 'nlfit'}

+local help_files = {'graphics', 'matrix', 'iter', 'integ', 'ode', 'nlfit', 'vegas'}

local function help_init( ... )

local REG = debug.getregistry()

diff --git a/help/vegas.lua b/help/vegas.lua
new file mode 100644
index 00000000..1e83289e
--- /dev/null
+++ b/help/vegas.lua

@@ -0,0 +1,27 @@

+local M = {

+ [num.monte_vegas] = [[

+num.monte_vegas(f, a, b[, calls, r, chi_dev])

+

+ Use the VEGAS Monte Carlo algorithm to integrate the function f

+ over the dim-dimensional hypercubic region defined by the lower and

+ upper limits in the vectors a and b. The integration uses a fixed

+ number of function calls "calls", and obtains random sampling points

+ using the random number generator r. The results of the

+ integration are based on a weighted average of five independent

+ samples. chi_dev is the tolerated deviation from 1 of the chi-

+ squared per degree of freedom for the weighted average. This

+ quantity must be consistent with 1 for the weighted average to be

+ reliable. The function returns the result of the integration, the

+ error estimate and the number of runs needed to reach the desired

+ chi-squared. The fourth return value is a continuation function

+ that takes a number of calls as an argument. This function can be

+ invoked to recalculate the integral with a higher number of calls,

+ to increase precision. The continuation function returns the new

+ result, error and number of runs. Note that this function discards

+ the previous results, but retains the optimized grid. Typically the

+ continuation function is called with a multiple of the original

+ number of calls, to improve the error.

+]],

+}

+

+return M