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Multilevel Monte Carlo method.

Project description

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Multi-level Monte Carlo method with approximation of distribution function and quantiles. It is meant as part of GeoMop project in particular Analysis component.


Package can be installed via pip.

pip install mlmc


Follow description of continuous integration practices. In particular use tox to run tests. Tox installs necessary requirements as well as the developed package itself into clear virtual environment and call pytest to search in the test folder for tests to execute.



  • Free software: GPL 3.0 License

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