Question 1

What does the R-package 'mlmc' do?

Accepted Answer

Multi-Level Monte Carlo. An implementation of MLMC (Multi-Level Monte Carlo), Giles (2008) [doi:10.1287/opre.1070.0496](https://doi.org/10.1287%2Fopre.1070.0496), Heinrich (1998) [doi:10.1006/jcom.1998.0471](https://doi.org/10.1006%2Fjcom.1998.0471), 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.

Question 2

Who maintains mlmc?

Accepted Answer

Louis Aslett

Question 3

Who authored mlmc?

Accepted Answer

Mike Giles, Tigran Nagapetyan, Sebastian Vollmer

Question 4

What is the current version of mlmc?

Accepted Answer

The current version of the R-package '2.1.1' is 2.1.1

Question 5

When was the last release of mlmc?

Accepted Answer

The last release of the R-package '2.1.1' was 11/11/2024

Question 6

Where can I search for the R-package 'mlmc'?

Accepted Answer

You can search for the R-package 'mlmc' on CRAN/E at https://cran-e.com

mlmc

Documentation

Team

Louis Aslett

Mike Giles

Tigran Nagapetyan

Sebastian Vollmer

Insights

Last 30 days

Last 365 days

Binaries

Dependencies