Module sampling 

Advanced sampling methods for copulas.

This module provides various sampling algorithms that can be useful for copula simulation and inference:

• Rejection sampling
• Importance sampling
• Latin hypercube sampling
• Quasi-random sequences (Sobol, Halton)

Example

use copula_core::sampling::latin_hypercube;

let mut rng = rand::rng();
let samples = latin_hypercube(100, 2, &mut rng);
assert_eq!(samples.nrows(), 100);
assert_eq!(samples.ncols(), 2);

Structs

HaltonSequence

Halton sequence generator for low-discrepancy sampling.

Functions

latin_hypercube

Generate Latin hypercube samples.

rejection_sampling

Rejection sampling from a target distribution.

sobol_1d

Sobol sequence generator (simplified 1D version).