{ "_id": "6a2bde073efcd9bda42caffb", "Package": "mlmc", "Type": "Package", "Title": "Multi-Level Monte Carlo", "Version": "2.1.1", "Authors@R": "c(\nperson(\"Louis\", \"Aslett\", email = \"louis.aslett@durham.ac.uk\",\nrole = c(\"cre\", \"aut\", \"trl\"),\ncomment = c(ORCID = \"0000-0003-2211-233X\")),\nperson(\"Mike\", \"Giles\", email = \"Mike.Giles@maths.ox.ac.uk\",\nrole = \"ctb\",\ncomment = c(ORCID = \"0000-0002-5445-3721\")),\nperson(\"Tigran\", \"Nagapetyan\", email = \"nagapetyan@stats.ox.ac.uk\",\nrole = \"ctb\",\ncomment = c(ORCID = \"0000-0002-0379-1157\")),\nperson(\"Sebastian\", \"Vollmer\", email = \"vollmer@stats.ox.ac.uk\",\nrole = \"ctb\",\ncomment = c(ORCID = \"0000-0003-2831-1401\")))", "Maintainer": "Louis Aslett ", "Description": "An implementation of MLMC (Multi-Level Monte Carlo), Giles\n(2008) , Heinrich (1998)\n, for R. This package builds on\nthe original 'Matlab' and 'C++' implementations by Mike Giles\nto provide a full MLMC driver and example level samplers.\nMulti-core parallel sampling of levels is provided built-in.", "BugReports": "https://github.com/louisaslett/mlmc/issues", "URL": "https://mlmc.louisaslett.com/, https://github.com/louisaslett/mlmc", "License": "GPL-2", "RoxygenNote": "7.3.2", "Encoding": "UTF-8", "Repository": "https://louisaslett.r-universe.dev", "Date/Publication": "2024-11-11 18:02:19 UTC", "RemoteUrl": "https://github.com/louisaslett/mlmc", "RemoteRef": "HEAD", "RemoteSha": "815804cc76e4233536fa29808616f44a82e3547d", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-12 10:17:47 UTC", "User": "root" }, "Author": "Louis Aslett [cre, aut, trl] (ORCID:\n),\nMike Giles [ctb] (ORCID: ),\nTigran Nagapetyan [ctb] (ORCID:\n),\nSebastian Vollmer [ctb] (ORCID:\n)", "MD5sum": "0a93fbd3bee52831c6b98c2df7294ec0", "_user": "louisaslett", "_type": "src", "_file": "mlmc_2.1.1.tar.gz", "_fileid": "d712d07e411aa036b95872001df2e4b7a895c1a41e8ecc2a4f6caa246723a533", "_filesize": 522554, "_sha256": "d712d07e411aa036b95872001df2e4b7a895c1a41e8ecc2a4f6caa246723a533", "_created": "2026-06-12T10:17:47.000Z", "_published": "2026-06-12T10:23:03.392Z", "_distro": "noble", "_jobs": [ { "job": 81007230620, "time": 116, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7588985115" }, { "job": 81007230536, "time": 119, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7588986589" }, { "job": 81007230574, "time": 113, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7588984811" }, { "job": 81007230663, "time": 120, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7588986842" }, { "job": 81007230466, "time": 135, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7588991094" }, { "job": 81007230484, "time": 181, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7589005385" }, { "job": 81007230607, "time": 132, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7588990287" }, { "job": 81007230471, "time": 279, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7589037235" }, { "job": 81006775411, "time": 172, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7588949019" }, { "job": 81007230453, "time": 97, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7588979945" }, { "job": 81007230554, "time": 116, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7588985696" }, { "job": 81007230507, "time": 111, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7588983901" }, { "job": 81007230546, "time": 100, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7588980601" } ], "_buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/louisaslett/mlmc", "_commit": { "id": "815804cc76e4233536fa29808616f44a82e3547d", "author": "Louis Aslett ", "committer": "Louis Aslett ", "message": "Add stats::aggregate to namespace\n", "time": 1731348139 }, "_maintainer": { "name": "Louis Aslett", "email": "louis.aslett@durham.ac.uk", "login": "louisaslett", "mastodon": "@louisaslett@fosstodon.org", "bluesky": "@louisaslett.bsky.social", "linkedin": "in/louisaslett", "orcid": "0000-0003-2211-233X", "twitter": "@louisaslett", "description": "Professor of Statistics, Department of Mathematical Sciences, Durham University, UK", "uuid": 5246125 }, "_registered": true, "_dependencies": [ { "package": "Rcpp", "role": "LinkingTo" }, { "package": "ggplot2", "role": "Imports" }, { "package": "grid", "role": "Imports" }, { "package": "parallel", "role": "Imports" }, { "package": "Rcpp", "role": "Imports" } ], "_owner": "louisaslett", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "monte-carlo", "cpp" ], "_stars": 2, "_contributors": [ { "user": "louisaslett", "count": 64, "uuid": 5246125 } ], "_userbio": { "uuid": 5246125, "type": "user", "name": "Louis Aslett", "description": "Professor of Statistics, Department of Mathematical Sciences, Durham University, UK" }, "_downloads": { "count": 570, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/mlmc" }, "_devurl": "https://github.com/louisaslett/mlmc", "_pkgdown": "https://mlmc.louisaslett.com/", "_searchresults": 5, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/mlmc.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/louisaslett/mlmc", "_realowner": "louisaslett", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2016-04-24" }, { "version": "2.0.2", "date": "2024-09-04" }, { "version": "2.1.0", "date": "2024-11-08" }, { "version": "2.1.1", "date": "2024-11-14" } ], "_exports": [ "mcqmc06_l", "mlmc", "mlmc.test", "opre_l" ], "_help": [ { "page": "mcqmc06_l", "title": "Financial options using a Milstein discretisation", "topics": [ "mcqmc06_l" ] }, { "page": "mlmc", "title": "Multi-level Monte Carlo estimation", "topics": [ "mlmc" ] }, { "page": "mlmc.test", "title": "Multi-level Monte Carlo estimation test suite", "topics": [ "mlmc.test" ] }, { "page": "opre_l", "title": "Financial options using an Euler-Maruyama discretisation", "topics": [ "opre_l" ] }, { "page": "plot.mlmc.test", "title": "Plot an 'mlmc.test' object", "topics": [ "plot.mlmc.test" ] } ], "_pkglogo": "https://github.com/louisaslett/mlmc/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/louisaslett/mlmc/raw/HEAD/README.md", "_rundeps": [ "cli", "cpp11", "farver", "ggplot2", "glue", "gtable", "isoband", "labeling", "lifecycle", "R6", "RColorBrewer", "Rcpp", "rlang", "S7", "scales", "vctrs", "viridisLite", "withr" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_score": 3, "_indexed": true, "_nocasepkg": "mlmc", "_universes": [ "louisaslett" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "2.1.1", "date": "2026-06-12T10:19:41.000Z", "distro": "noble", "arch": "aarch64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "6102943052e04d16ddc6db8eeacd9bdc3878ec97ce233ac2d29257b3a2d09d18", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.7.0", "os": "linux", "version": "2.1.1", "date": "2026-06-12T10:19:42.000Z", "distro": "noble", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "39362bffc0b47b90649940f3f3768f773a5157decfc5100ccf96e948b4ecfe4d", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "linux", "version": "2.1.1", "date": "2026-06-12T10:19:40.000Z", "distro": "noble", "arch": "aarch64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "347441ccaed242ed394dc40b27123b1af4659b9dbac0cf5ada2475bcd21f3424", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "linux", "version": "2.1.1", "date": "2026-06-12T10:19:43.000Z", "distro": "noble", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "6f66a5ccb0f6cd161f7e5331e9e2618378682949430d411ee3fb59d900657120", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.5.3", "os": "mac", "version": "2.1.1", "date": "2026-06-12T10:19:48.000Z", "arch": "aarch64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "e11ff7420588c97fd4e62ae35e0b5306852ea6957b177337160dd9ec6ec17468", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.5.3", "os": "mac", "version": "2.1.1", "date": "2026-06-12T10:20:25.000Z", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "e65fe914e9ecee8419d142e7676ff2fac6843433525bcdb5d20e171f75412dde", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "mac", "version": "2.1.1", "date": "2026-06-12T10:19:51.000Z", "arch": "aarch64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "00e28e40494049d9176a272bb5a56f1582136913f1843790838edb04566a1561", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "mac", "version": "2.1.1", "date": "2026-06-12T10:21:44.000Z", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "d1b354f0bd36c0682ba5cda6223fab59260c2cec08c36a1ac39d65821f67ae26", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "wasm", "version": "2.1.1", "date": "2026-06-12T10:19:42.000Z", "arch": "emscripten", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "ba298c093c86637143f668c797bfc1cc7ceaf7e255e0d423813696f7fc58d0cd", "status": "success", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.7.0", "os": "win", "version": "2.1.1", "date": "2026-06-12T10:19:13.000Z", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "3f784862784cb76790e33fdaf8bcb07822d6c7c9ef44c80226a1220c17344082", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.5.3", "os": "win", "version": "2.1.1", "date": "2026-06-12T10:19:07.000Z", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "692358b72b0630b16383a08e1494a2cc46587c1d44de77bdd8af03f7544fc344", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" }, { "r": "4.6.0", "os": "win", "version": "2.1.1", "date": "2026-06-12T10:18:55.000Z", "arch": "x86_64", "commit": "815804cc76e4233536fa29808616f44a82e3547d", "fileid": "a14e68e81a6f93a92bf88b9b531f191c2be559c0cb43fd7c0ebf0e45afa91204", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/louisaslett/actions/runs/27409435005" } ] }