Multilevel Monte Carlo method.
Project description
MLMC
MLMC provides tools for the multilevel Monte Carlo method.
mlmc package includes:
samples scheduling
estimation of generalized moment functions
probability density function approximation
advanced post-processing with Quantity structure
It is meant as part of the GeoMop project in particular Analysis component.
Installation
Package can be installed via pip.
pip install mlmcDocumentation
You can find the documentation including tutorials under https://mlmc.readthedocs.io/
Development
Provided that you want to contribute, create a pull request and make sure you run tox before. 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
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file mlmc-1.0.1.tar.gz.
File metadata
- Download URL: mlmc-1.0.1.tar.gz
- Upload date:
- Size: 113.2 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.4.1 importlib_metadata/4.6.0 pkginfo/1.7.0 requests/2.22.0 requests-toolbelt/0.9.1 tqdm/4.56.0 CPython/3.8.10
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
ca87c163ce0fc5198cec4e5192958d7de54a2ca2286289a2e68fe80658f5bf2b
|
|
| MD5 |
9cd25acd0c1735ddcb88214fc8de7562
|
|
| BLAKE2b-256 |
7726fefc1f75732f85dcdd9b9e0629fc9d9e38373644b1bd36515a954ad297a2
|
File details
Details for the file mlmc-1.0.1-py3-none-any.whl.
File metadata
- Download URL: mlmc-1.0.1-py3-none-any.whl
- Upload date:
- Size: 98.6 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/3.4.1 importlib_metadata/4.6.0 pkginfo/1.7.0 requests/2.22.0 requests-toolbelt/0.9.1 tqdm/4.56.0 CPython/3.8.10
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
06925db5f693502db86879d3f75959c3c313d3c6d8ce307aa61a79d14b26c561
|
|
| MD5 |
fad9cb17d4c5edc968811cda30a7b520
|
|
| BLAKE2b-256 |
f8e2a9a35cdc3341551528835d700bbb8dba8f6acf1fe3de37d0b33b67e4e3a7
|
