gistfile1.txt

template<typename T>
std::tuple<double, double, double, double> stat_test(int ntrials, const T & fn)
{
    double m = 0, m2 = 0, s = 0, mn = DBL_MAX, mx = -DBL_MAX;
    int n = 0;
    for(int j = 0; j < ntrials; ++j)
    {
        double x = fn();
        mn = std::min(mn, x);
        mx = std::min(mx, x);
        ++n;
        double m_old = m;
        m += (x - m)/n;
        m2 += (x - m)*(x - m_old);
    }
    s = m2/(n - 1);
    return std::make_tuple(mn, mx, m, s);
}

template<typename T>
void print_stat_test(int ntrials, const T & fn)
{
    double mn, mx, m, s;
    std::tie(mn, mx, m, s) = stat_test(ntrials, fn);
    cout << fstring("m: %.16f, s: %.16f\n")% m % s;
}


int samps = 50;
int ntrials = 1000;
print_stat_test(ntrials, [&](){return IntegrateMC(testfn, samps, 0, 1);});