Function subset_simulation 

pub fn subset_simulation<G>(
    dim: usize,
    n_per_level: usize,
    n_levels: usize,
    threshold: f64,
    g: G,
    seed: u64,
    proposal_std: f64,
) -> SubsetResult
where
    G: Fn(&[f64]) -> f64,

Estimate a rare-event probability with subset simulation.

n_per_level samples per intermediate level, n_levels intermediate levels, seed for the SplitMix64 PRNG. The Metropolis proposal uses a Gaussian step with proposal_std (default 1.0 — in the same units as the standard-normal inputs).