Package: mlmc 2.1.1

mlmc: Multi-Level Monte Carlo

An implementation of MLMC (Multi-Level Monte Carlo), Giles (2008) <doi:10.1287/opre.1070.0496>, Heinrich (1998) <doi:10.1006/jcom.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.

Authors:Louis Aslett [cre, aut, trl], Mike Giles [ctb], Tigran Nagapetyan [ctb], Sebastian Vollmer [ctb]

mlmc_2.1.1.tar.gz
mlmc_2.1.1.zip(r-4.5)mlmc_2.1.1.zip(r-4.4)mlmc_2.1.1.zip(r-4.3)
mlmc_2.1.1.tgz(r-4.4-x86_64)mlmc_2.1.1.tgz(r-4.4-arm64)mlmc_2.1.1.tgz(r-4.3-x86_64)mlmc_2.1.1.tgz(r-4.3-arm64)
mlmc_2.1.1.tar.gz(r-4.5-noble)mlmc_2.1.1.tar.gz(r-4.4-noble)
mlmc_2.1.1.tgz(r-4.4-emscripten)mlmc_2.1.1.tgz(r-4.3-emscripten)
mlmc.pdf |mlmc.html✨
mlmc/json (API)
NEWS

# Install 'mlmc' in R:
install.packages('mlmc', repos = c('https://louisaslett.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/louisaslett/mlmc/issues

Pkgdown:https://mlmc.louisaslett.com

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

monte-carlo

3.70 score 2 stars 5 scripts 223 downloads 4 exports 29 dependencies

Last updated 22 days agofrom:815804cc76. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 11 2024
R-4.5-win-x86_64OKNov 11 2024
R-4.5-linux-x86_64OKNov 11 2024
R-4.4-win-x86_64OKNov 11 2024
R-4.4-mac-x86_64OKNov 11 2024
R-4.4-mac-aarch64OKNov 11 2024
R-4.3-win-x86_64OKNov 11 2024
R-4.3-mac-x86_64OKNov 11 2024
R-4.3-mac-aarch64OKNov 11 2024

Exports:mcqmc06_lmlmcmlmc.testopre_l

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcpprlangscalestibbleutf8vctrsviridisLitewithr