QuasiMC.jl

Quasi-Monte Carlo community software in Julia.

QuasiMC.jl is a Julia port of QMCPy. It provides quasi-Monte Carlo point generators, measure transforms, integrands, and adaptive stopping criteria for high-dimensional numerical integration.

What the project provides

QuasiMC.jl follows the same component model as QMCPy: a discrete distribution, a true measure, an integrand, and a stopping criterion. The repository describes these as plug-and-play implementations whose components compose naturally within the Julia library.

The maintained documentation includes API references, doctests, and rendered demo notebooks.

Start with the maintained resources