mclimit

This is a Nim port of the TLimit ROOT class for confidence level computations for searches with small statistics.

The ROOT reference and implementation:

• https://root.cern.ch/doc/master/classTLimit.html
• https://root.cern.ch/doc/master/TLimit_8cxx_source.html

The ROOT code itself is a C++ port of Tom Junk’s mclimit C implementation:

• HEP-EX/9902006

The goal is a Weave multithreaded version of mclimit. The first version will be single threaded, since I first need to get multithreaded RNG right.