Package: mlmc
Type: Package
Title: Multi-Level Monte Carlo
Version: 1.0.0
Authors@R: c(
    person("Louis", "Aslett", email = "aslett@stats.ox.ac.uk", role = c("cre", "aut", "trl")),
    person("Mike", "Giles", email = "Mike.Giles@maths.ox.ac.uk", role = "ctb"),
    person("Tigran", "Nagapetyan", email = "nagapetyan@stats.ox.ac.uk", role = "ctb"),
    person("Sebastian", "Vollmer", email = "vollmer@stats.ox.ac.uk", role = "ctb"))
Maintainer: Louis Aslett <aslett@stats.ox.ac.uk>
Description: 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.
Imports: ggplot2, grid, parallel, Rcpp
License: GPL-2
LazyData: TRUE
RoxygenNote: 5.0.1
LinkingTo: Rcpp
NeedsCompilation: yes
Packaged: 2016-04-24 20:47:03 UTC; louis
Author: Louis Aslett [cre, aut, trl],
  Mike Giles [ctb],
  Tigran Nagapetyan [ctb],
  Sebastian Vollmer [ctb]
Repository: CRAN
Date/Publication: 2016-04-24 23:19:03
Built: R 4.0.2; x86_64-w64-mingw32; 2020-08-02 15:13:00 UTC; windows
Archs: i386, x64
