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 > https://github.com/diazona/quasimontecarlo > 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
