Thanks for your work, I've added this to the gsl web page
On 11/10/2013 09:09 PM, David Zaslavsky wrote:
Hi everyone, 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. Perhaps this could also be listed as an extension on the main GSL page? Of course, any bug reports or comments are welcome. :) David
