Struct MonteCarloSampler 

pub struct MonteCarloSampler { /* private fields */ }

Monte Carlo sampler with variance reduction techniques

Implementations

impl MonteCarloSampler

pub fn new(seed: u64) -> Self

Create a basic Monte Carlo sampler

pub fn with_antithetic_variates(seed: u64) -> Self

Create a sampler with antithetic variates for variance reduction

pub fn with_control_variate(seed: u64, control_mean: f64) -> Self

Create a sampler with control variates

pub fn generate_correlated_pairs( &mut self, count: usize, ) -> (Vec<f64>, Vec<f64>)

Generate correlated sample pairs for variance reduction

pub fn stratified_samples( &mut self, strata: usize, samples_per_stratum: usize, ) -> Vec<f64>

Generate stratified samples for more uniform coverage