Histogramming while VEGAS-integrating

Histogramming while VEGAS-integrating

[Matteo Cacciari]

The FORTRAN version of the VEGAS Monte Carlo integration routine
passes a weight to the integrand function, so that one can collect
it and the function value while integrating, and build histograms for
various differential distributions.

This option does not seem to be available when using gsl_monte_vegas_integrate.

By checking the code, the weight seems to be given by jacbin * bin_vol,
and it is not passed to the integrand. While jacbin can be accessed from
gsl_monte_vegas_state, bin_vol apparently cannot, so that the full weight
cannot be retrieved for a given event.

Am I correct? If so, does anybody have a workaround which does not involve 
patching the GSL routine? Could perhaps this feature be included in a 
future release?

Thanks,

			Matteo

Re: Histogramming while VEGAS-integrating

[Brian Gough]

Matteo Cacciari writes:
 > The FORTRAN version of the VEGAS Monte Carlo integration routine
 > passes a weight to the integrand function, so that one can collect
 > it and the function value while integrating, and build histograms
 > for various differential distributions.
 > 
 > This option does not seem to be available when using
 > gsl_monte_vegas_integrate.
 >
 > Am I correct? If so, does anybody have a workaround which does not
 > involve patching the GSL routine? Could perhaps this feature be
 > included in a future release?

I don't know of any obvious way to access the weight.

It's missing because the three monte-carlo integration routines were
designed to be interchangeable, and the other two didn't use weights.

If you need it the simplest thing is to copy the source files into
your project and modify them.

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.

Brian