mlmc 0.1.0

Multilevel Monte Carlo method.

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• • tests

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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.

• Free software: GPL 3.0 License

Installation

pip install mlmc

Documentation

TODO try: https://python-nameless.readthedocs.io/

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.

Rules:

• indent by 4 spaces

• use docstrings to document function parameters

• initialize and document class attributes in the constructor

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