mlmc

MLMC routines for the R language

https://github.com/louisaslett/mlmc

Science Score: 57.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • CITATION.cff file
    Found CITATION.cff file
  • codemeta.json file
    Found codemeta.json file
  • .zenodo.json file
    Found .zenodo.json file
  • DOI references
    Found 2 DOI reference(s) in README
  • Academic publication links
  • Academic email domains
  • Institutional organization owner
  • JOSS paper metadata
  • Scientific vocabulary similarity
    Low similarity (16.7%) to scientific vocabulary

Keywords

monte-carlo r
Last synced: 6 months ago · JSON representation ·

Repository

MLMC routines for the R language

Basic Info
Statistics
  • Stars: 2
  • Watchers: 1
  • Forks: 1
  • Open Issues: 0
  • Releases: 4
Topics
monte-carlo r
Created almost 10 years ago · Last pushed over 1 year ago
Metadata Files
Readme Changelog Citation

README.md

mlmc R package

Project Status: Active - The project has reached a stable, usable state and is being actively developed. license metacran version metacran downloads mlmc status badge

An implementation of Multi-level Monte Carlo for R. This package builds on the original GPL-2 Matlab and C++ implementations by Mike Giles (see https://people.maths.ox.ac.uk/~gilesm/mlmc/) to provide a full MLMC driver and example level samplers. Multi-core parallel sampling of levels is provided built-in.

Contact

Please feel free to:

Install

You can install the latest stable release directly from CRAN.

r install.packages("mlmc")

Or you can install the latest release candidate binary from r-universe:

r install.packages("mlmc", repos = c("https://louisaslett.r-universe.dev", options("repos")[[1]]))

Install development version (not recommended)

Installing directly from GitHub is not supported by the install.packages command. You could use the devtools package to install the development version if desired.

r install.packages("devtools") devtools::install_github("louisaslett/mlmc")

Under releases, the tree/commit from which CRAN releases were made are recorded, so historic source can be downloaded from there.

Acknowledgements

Louis Aslett was supported by the i-like programme grant (EPSRC grant reference number EP/K014463/1 http://www.i-like.org.uk) when this package was first conceived. Tigran Nagapetyan and Sebastian Vollmer were supported by EPSRC Grant EP/N000188/1.

Citation

If you use this software, please cite:

Aslett, L. J. M., Giles, M. B., Nagapetyan, T. and Vollmer, S. J. (2016), mlmc: Multi-Level Monte Carlo. R package. DOI: 10.32614/CRAN.package.mlmc https://CRAN.R-project.org/package=mlmc

bibtex @Manual{mlmcpkg, title = {mlmc: Multi-Level Monte Carlo}, author = {Aslett, L. J. M. and Giles, M. B. and Nagapetyan, T. and Vollmer, S. J.}, year = {2016}, note = {R package}, doi = {10.32614/CRAN.package.mlmc}, url = {https://CRAN.R-project.org/package=mlmc} }

Thank-you.

Owner

  • Name: Louis Aslett
  • Login: louisaslett
  • Kind: user
  • Location: Durham, UK
  • Company: Durham University

Associate Professor, Department of Mathematical Sciences, Durham University

Citation (CITATION.cff)

cff-version: 1.2.0
title: 'mlmc: Multi-Level Monte Carlo'
message: >-
  If you use this software, please cite it using the
  metadata from this file.
type: software
authors:
  - given-names: Louis J. M.
    family-names: Aslett
    orcid: 'https://orcid.org/0000-0003-2211-233X'
  - given-names: Mike B.
    family-names: Giles
    orcid: 'https://orcid.org/0000-0002-5445-3721'
  - given-names: Tigran
    family-names: Nagapetyan
    orcid: 'https://orcid.org/0000-0002-0379-1157'
  - given-names: Sebastian J.
    family-names: Vollmer
    orcid: 'https://orcid.org/0000-0003-2831-1401'
identifiers:
  - type: doi
    value: 10.32614/CRAN.package.mlmc
repository-code: 'https://github.com/louisaslett/mlmc'
url: 'https://mlmc.louisaslett.com/'
repository-artifact: 'https://CRAN.R-project.org/package=mlmc'
license: GPL-2.0
date-released: '2016-04-24'
preferred-citation:
  type: manual
  authors:
    - given-names: Louis J. M.
      family-names: Aslett
      orcid: 'https://orcid.org/0000-0003-2211-233X'
    - given-names: Mike B.
      family-names: Giles
      orcid: 'https://orcid.org/0000-0002-5445-3721'
    - given-names: Tigran
      family-names: Nagapetyan
      orcid: 'https://orcid.org/0000-0002-0379-1157'
    - given-names: Sebastian J.
      family-names: Vollmer
      orcid: 'https://orcid.org/0000-0003-2831-1401'
  title: 'mlmc: Multi-Level Monte Carlo'
  year: 2016
  journal: 'R package'
  url: 'https://CRAN.R-project.org/package=mlmc'
  doi: '10.32614/CRAN.package.mlmc'

GitHub Events

Total
  • Release event: 2
  • Push event: 8
  • Create event: 2
Last Year
  • Release event: 2
  • Push event: 8
  • Create event: 2

Issues and Pull Requests

Last synced: 7 months ago

All Time
  • Total issues: 0
  • Total pull requests: 3
  • Average time to close issues: N/A
  • Average time to close pull requests: 2 days
  • Total issue authors: 0
  • Total pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 0.0
  • Merged pull requests: 3
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 3
  • Average time to close issues: N/A
  • Average time to close pull requests: 2 days
  • Issue authors: 0
  • Pull request authors: 1
  • Average comments per issue: 0
  • Average comments per pull request: 0.0
  • Merged pull requests: 3
  • Bot issues: 0
  • Bot pull requests: 0
Top Authors
Issue Authors
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  • louisaslett (6)
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Packages

  • Total packages: 1
  • Total downloads:
    • cran 500 last-month
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 4
  • Total maintainers: 1
cran.r-project.org: mlmc

Multi-Level Monte Carlo

  • Versions: 4
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 500 Last month
Rankings
Dependent packages count: 29.8%
Dependent repos count: 35.5%
Average: 46.1%
Downloads: 73.0%
Maintainers (1)
Last synced: 7 months ago