Module monte_carlo 

Monte Carlo integration methods

This module provides numerical integration methods based on Monte Carlo sampling, which are particularly useful for high-dimensional integrals.

Structs

MonteCarloOptions

Options for controlling the behavior of Monte Carlo integration

MonteCarloResult

Result of a Monte Carlo integration

Enums

ErrorEstimationMethod

Method for estimating the error in Monte Carlo integration

Functions

importance_sampling

Perform Monte Carlo integration with importance sampling

monte_carlo

Perform Monte Carlo integration of a function over a hypercube

monte_carlo_parallel

Parallel Monte Carlo integration using multiple threads to speed up the computation