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Monte Carlo Integration Library 1.0
High-performance Monte Carlo methods for numerical integration and optimization
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Classes | |
| struct | ImportanceEstimate |
| Result of importance sampling mean estimation. More... | |
| class | ISMeanEstimator |
| Importance sampling mean estimator with variance reduction. More... | |
| class | MCMeanEstimator |
| Uniform Monte Carlo mean estimator. More... | |
| struct | MeanEstimate |
| Result of Monte Carlo mean estimation. More... | |
| struct | VolumeEstimate |
| Result of Monte Carlo volume estimation. More... | |
| class | VolumeEstimatorMC |
| Hit-or-Miss Monte Carlo volume estimator. More... | |