Module Algostream_stochastic

module Cholesky : sig ... end

Cholesky factorization A = L · Lᵀ for symmetric positive-definite A.

module Quantile : sig ... end

Exact sample quantiles and bootstrap confidence intervals.

module Resample : sig ... end

Bootstrap resampling for historical series.

module Variate : sig ... end

Random variate samplers over Rng.