QMCPy

Quasi-Monte Carlo community software in Python.

QMCPy is a Python framework for quasi-Monte Carlo sampling and integration. Its plug-and-play components cover discrete distributions, measure transforms, integrands, and stopping criteria.

What the project provides

QMCPy is designed around the interacting components of a quasi-Monte Carlo integration problem. The shared interfaces allow developers to add sampling schemes, integrands, and stopping criteria, while practitioners can combine implemented components for applications.

The maintained documentation includes installation instructions, a package reference with doctests, mathematical descriptions, and rendered example notebooks.

Start with the maintained resources