# A Rust library for probabilistic programming.

- 期权类模型计算结果都已和此网站校验过 model calibration website: https://www.barchart.com/options/options-calculator

- option price model include:
  - bsm
  - barone whaley
  - mont carlo
  - binomial tree
  - sabr iv
- robertics
  - particle filter
  - kalman
  - gussian grid map
  - forword kinametics
- stochastic process
  - gbm
  - heston
  - jump diffusion
  - square root diffusion
- point cloud
  -- ransac normal estimation
  -- voxel grid
- others:
  - resample no put back
  - jacobin for mul-var vec