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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.

Installation

Package can be installed via pip.

pip install mlmc

Development

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.

Requirements

Licence

  • Free software: GPL 3.0 License

Project details


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Files for mlmc, version 0.1.post0
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