| Name : R-VarRedOpt
| |
| Version : 0.1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:04:55
|
| Group : Development/Libraries/Other
| Source RPM : R-VarRedOpt-0.1.0-lp153.2.13.src.rpm
|
| Size : 0.04 MB
| |
| Packager : (none)
| |
| Summary : A Framework for Variance Reduction
|
Description :
In order to make it easy to use variance reduction algorithms for any
simulation, this framework can help you. We propose user friendly and
easy to extend framework. Antithetic Variates, Inner Control Variates,
Outer Control Variates and Importance Sampling algorithms are available
in the framework. User can write its own simulation function and use
the Variance Reduction techniques in this package to obtain more
efficient simulations. An implementation of Asian Option simulation is
already available within the package. See Kemal Dinçer Dingeç &
Wolfgang Hörmann (2012) < doi:10.1016/j.ejor.2012.03.046>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
