Name : R-mlmc
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Version : 2.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
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Release : lp153.1.1
| Date : 2024-09-10 06:22:07
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Group : Development/Libraries/Other
| Source RPM : R-mlmc-2.0.2-lp153.1.1.src.rpm
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Size : 0.44 MB
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Packager : (none)
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Summary : Multi-Level Monte Carlo
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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.
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RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |