Expand description
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§
- Running
Stats - 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
sumandsum_sqofnsamples — the reduction shape of a parallel path loop.