Package: mlmc
Type: Package
Title: Multi-Level Monte Carlo
Version: 2.1.1
Authors@R: c(
    person("Louis", "Aslett", email = "louis.aslett@durham.ac.uk",
           role = c("cre", "aut", "trl"),
           comment = c(ORCID = "0000-0003-2211-233X")),
    person("Mike", "Giles", email = "Mike.Giles@maths.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0002-5445-3721")),
    person("Tigran", "Nagapetyan", email = "nagapetyan@stats.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0002-0379-1157")),
    person("Sebastian", "Vollmer", email = "vollmer@stats.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0003-2831-1401")))
Maintainer: Louis Aslett <louis.aslett@durham.ac.uk>
Description: 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.
BugReports: https://github.com/louisaslett/mlmc/issues
URL: https://mlmc.louisaslett.com/, https://github.com/louisaslett/mlmc
Imports: ggplot2, grid, parallel, Rcpp
License: GPL-2
RoxygenNote: 7.3.2
Encoding: UTF-8
LinkingTo: Rcpp
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: 2026-06-12 10:17:47 UTC; root
Author: Louis Aslett [cre, aut, trl] (ORCID:
    <https://orcid.org/0000-0003-2211-233X>),
  Mike Giles [ctb] (ORCID: <https://orcid.org/0000-0002-5445-3721>),
  Tigran Nagapetyan [ctb] (ORCID:
    <https://orcid.org/0000-0002-0379-1157>),
  Sebastian Vollmer [ctb] (ORCID:
    <https://orcid.org/0000-0003-2831-1401>)