QMCPy

README

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QMCPy: Quasi-Monte Carlo Community Software in Python Quasi-Monte Carlo (QMC) methods are used to approximate multivariate integrals. They have four main components: a discrete distribution, a true measure of randomness, an integrand, and a stopping criterion. Information about the integrand is obtained as a sequence of values of the function sampled at the data-sites of the discrete distribution. The stopping criterion tells the algorithm when the user-specified error tolerance has been satisfied.