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monte_carlo_integrate

proof_engine::math::numerical

Function monte_carlo_integrate 

Source 
pub fn monte_carlo_integrate(
    f: impl Fn(&[f64]) -> f64,
    bounds: &[(f64, f64)],
    n_samples: usize,
    seed: u64,
) -> f64
Expand description

Multi-dimensional Monte Carlo integration. bounds is a slice of (low, high) per dimension. Uses a simple LCG for reproducible sampling.