Multilevel Monte Carlo method.
Project description
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tests
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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