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-4.7)mlmc_2.1.1.zip(r-4.6)mlmc_2.1.1.zip(r-4.5)
mlmc_2.1.1.tgz(r-4.6-x86_64)mlmc_2.1.1.tgz(r-4.6-arm64)mlmc_2.1.1.tgz(r-4.5-x86_64)mlmc_2.1.1.tgz(r-4.5-arm64)
mlmc_2.1.1.tar.gz(r-4.7-arm64)mlmc_2.1.1.tar.gz(r-4.7-x86_64)mlmc_2.1.1.tar.gz(r-4.6-arm64)mlmc_2.1.1.tar.gz(r-4.6-x86_64)
mlmc_2.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mlmc/json (API)

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

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

Pkgdown/docs site:https://mlmc.louisaslett.com

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

On CRAN:

Conda:

monte-carlocpp

3.00 score 2 stars 5 scripts 570 downloads 4 exports 18 dependencies

Last updated from:815804cc76. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK116
linux-devel-x86_64OK119
source / vignettesOK172
linux-release-arm64OK113
linux-release-x86_64OK120
macos-release-arm64OK132
macos-release-x86_64OK279
macos-oldrel-arm64OK135
macos-oldrel-x86_64OK181
windows-develOK116
windows-releaseOK100
windows-oldrelOK111
wasm-releaseOK97

Exports:mcqmc06_lmlmcmlmc.testopre_l

Dependencies:clicpp11farverggplot2gluegtableisobandlabelinglifecycleR6RColorBrewerRcpprlangS7scalesvctrsviridisLitewithr