mlmc: Multi-Level Monte Carlo

An implementation of Multi-level Monte Carlo 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.

Version:	1.0.0
Imports:	ggplot2, grid, parallel, Rcpp
LinkingTo:	Rcpp
Published:	2016-04-24
Author:	Louis Aslett [cre, aut, trl], Mike Giles [ctb], Tigran Nagapetyan [ctb], Sebastian Vollmer [ctb]
Maintainer:	Louis Aslett <aslett at stats.ox.ac.uk>
License:	GPL-2
NeedsCompilation:	yes
CRAN checks:	mlmc results

Documentation:

Reference manual:

mlmc.pdf

Downloads:

Package source:	mlmc_1.0.0.tar.gz
Windows binaries:	r-devel: mlmc_1.0.0.zip, r-release: mlmc_1.0.0.zip, r-oldrel: mlmc_1.0.0.zip
macOS binaries:	r-release (arm64): mlmc_1.0.0.tgz, r-oldrel (arm64): mlmc_1.0.0.tgz, r-release (x86_64): mlmc_1.0.0.tgz, r-oldrel (x86_64): mlmc_1.0.0.tgz

Linking:

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