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Module stats

Module stats 

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Simulation statistics: mean / standard error from accumulated sums (the shape parallel path loops naturally produce) and a numerically stable Welford accumulator for streaming use.

Structs§

RunningStats
Welford’s online mean/variance accumulator: numerically stable for long streams and mergeable across partial results.
SimStats
A simulation estimate: sample mean, its standard error, and the sample size.

Functions§

mean_std_err
Mean and standard error of the mean from sum and sum_sq of n samples — the reduction shape of a parallel path loop.