| -rw-r--r-- | help.lua | 2 | ||||
| -rw-r--r-- | help/vegas.lua | 27 |
@@ -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 |