Package: mlmc
Type: Package
Title: Multi-Level Monte Carlo
Version: 2.1.1
Authors@R: c(
    person("Louis", "Aslett", email = "louis.aslett@durham.ac.uk",
           role = c("cre", "aut", "trl"),
           comment = c(ORCID = "0000-0003-2211-233X")),
    person("Mike", "Giles", email = "Mike.Giles@maths.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0002-5445-3721")),
    person("Tigran", "Nagapetyan", email = "nagapetyan@stats.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0002-0379-1157")),
    person("Sebastian", "Vollmer", email = "vollmer@stats.ox.ac.uk",
           role = "ctb",
           comment = c(ORCID = "0000-0003-2831-1401")))
Maintainer: Louis Aslett <louis.aslett@durham.ac.uk>
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.
BugReports: https://github.com/louisaslett/mlmc/issues
URL: https://mlmc.louisaslett.com/, https://github.com/louisaslett/mlmc
Imports: ggplot2, grid, parallel, Rcpp
License: GPL-2
RoxygenNote: 7.3.2
Encoding: UTF-8
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2024-11-11 18:02:37 UTC; louis
Author: Louis Aslett [cre, aut, trl] (<https://orcid.org/0000-0003-2211-233X>),
  Mike Giles [ctb] (<https://orcid.org/0000-0002-5445-3721>),
  Tigran Nagapetyan [ctb] (<https://orcid.org/0000-0002-0379-1157>),
  Sebastian Vollmer [ctb] (<https://orcid.org/0000-0003-2831-1401>)
Repository: CRAN
Date/Publication: 2024-11-11 18:30:01 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-28 06:55:15 UTC; unix
Archs: mlmc.so.dSYM
