CRAN

mlmc 1.0.0

Multi-Level Monte Carlo

Released Apr 24, 2016 by Louis Aslett

This package can be loaded by Renjin but 3 out 4 tests failed.

Dependencies

ggplot2 2.2.1 Rcpp

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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>mlmc</artifactId>
    <version>1.0.0-b48</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:mlmc')

Test Results

This package was last tested against Renjin 0.9.2644 on Jun 2, 2018.

Source

R
C++

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Release History