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Crate use_monte_carlo

Crate use_monte_carlo 

Source
Expand description

Primitive Monte Carlo helpers for repeatable simulation runs.

The crate evaluates a caller-provided observation function over deterministic unit samples derived from a SimulationSeed.

§Examples

use use_monte_carlo::monte_carlo_mean;
use use_seed::SimulationSeed;

let estimate = monte_carlo_mean(SimulationSeed::new(4), 8, |sample| sample * 2.0).unwrap();

assert_eq!(estimate.samples, 8);
assert!(estimate.mean.is_finite());
assert!(estimate.variance.is_finite());

Structs§

MonteCarloEstimate

Enums§

MonteCarloError

Functions§

monte_carlo_mean