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mlmc  

Multi-Level Monte Carlo
View on CRAN: Click here


Download and install mlmc package within the R console
Install from CRAN:
install.packages("mlmc")

Install from Github:
library("remotes")
install_github("cran/mlmc")

Install by package version:
library("remotes")
install_version("mlmc", "2.1.1")



Attach the package and use:
library("mlmc")
Maintained by
Louis Aslett
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-04-24
Latest Update: 2024-11-11
Description:
An implementation of Multi-level Monte Carlo for R. This packagebuilds on the original Matlab and C implementations by Mike Giles to providea full MLMC driver and example level samplers. Multi-core parallel samplingof levels is provided built-in.
How to cite:
Louis Aslett (2016). mlmc: Multi-Level Monte Carlo. R package version 2.1.1, https://cran.r-project.org/web/packages/mlmc. Accessed 14 Jun. 2026.
Previous versions and publish date:
1.0.0 (2016-04-24 23:19), 2.0.2 (2024-09-04 15:20), 2.1.0 (2024-11-08 19:20)
Other packages that cited mlmc R package
View mlmc citation profile
Other R packages that mlmc depends, imports, suggests or enhances
Complete documentation for mlmc
Functions, R codes and Examples using the mlmc R package
Some associated functions: mcqmc06_l . mlmc . mlmc.test . opre_l . plot.mlmc.test . 
Some associated R codes: RcppExports.R . aaa.R . mlmc.R . mlmc.test.R . multiplot.R . opre_l.R . plot.mlmc.test.R . print.mlmc.test.R .  Full mlmc package functions and examples
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