# -*- org -*-

#+CATEGORY: monte

* Add Lattice Method and Quasi-random Method to monte carlo integration

* Fix the "No-points in left/right half space" error in miser. Random

errors like that are discouraged in a library. The routine should

iterate over the dimensions choosing a point on each side of the

bisection to ensure that the error does not occur.

* VEGAS could estimate its roundoff error, caused by dividing up into

many boxes and then summing (I know this is ridiculous for any

realistic case, but it shows up on the tests when integrating a

constant!).  In particular, there are some failures reported for the

VEGAS constant tests on Windows.

* VEGAS gives a negative chisq for some cases where there are wildly

inconsistent values.  Calculation should be improved so that chisq>=0.

Also, when there are inconsistent values it might make sense to scale

the error by chisq, as is often done experimentally -- at least that

way the error would be increased.

* The original VEGAS allowed to user to calculate other weighted

quantities.  The appropriate way to implement it in GSL would be to

provide a separate routine which returns sample points and weights so

that the user can caculate any quantity.