Re: Integral of four variables

[Juan Pablo Carbajal]

On Wed, Apr 16, 2014 at 7:18 AM, Luiz Tizei <address@hidden> wrote:
> I am trying to implement a code in Octave to integrate a function that
> depends in four variables. Unfortunately, I cannot separate the function in
> a product of two functions, each depending on two of the variables.
>
> Over all, what I have is an integral of a(p)*a(p')*w(p,p'), where p is a 2D
> vector.
> I am trying to implement something with a double use of dblquad, but it is
> not working.
>
> This is what I am currently trying:
>
> f = @(x1,x2,x3,x4) x1 + x2 + x3 + x4;
>
> g = @(x3,x4) dblquad(f, 0,1,0,1)
>
> a = dblquad(g, 0,1,0,1);
>
> What I am not sure is possible is the second line. I could not find any way
> of doing this step.
> Do you have any suggestions on how this could be performed?
> Thank you!
>
> Best wishes,
>
> Luiz
>
>
>
> --
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> http://octave.1599824.n4.nabble.com/Integral-of-four-variables-tp4663619.html
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>
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Consider Markov Chain Monte Carlo methods (MCMC) for numerical
integration in several variables. A quick search provided these
http://vcla.stat.ucla.edu/old/MCMC/MCMC_tutorial.htm
http://www.cs.ubc.ca/~nando/nipsfast/slides/high.pdf