CRAN/E | mlmc

mlmc

Multi-Level Monte Carlo

Installation

About

An implementation of Multi-level Monte Carlo for R. This package builds on the original 'Matlab' and C++ implementations by Mike Giles to provide a full MLMC driver and example level samplers. Multi-core parallel sampling of levels is provided built-in.

Key Metrics

Version 1.0.0
Published 2016-04-24 3104 days ago
Needs compilation? yes
License GPL-2
CRAN checks mlmc results

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Maintainer

Maintainer

Louis Aslett

Authors

Louis Aslett

cre / aut / trl

Mike Giles

ctb

Tigran Nagapetyan

ctb

Sebastian Vollmer

ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

ggplot2
grid
parallel
Rcpp

LinkingTo

Rcpp