Description
An implementation of MLMC (Multi-Level Monte Carlo), Giles (2008) <doi:10.1287/opre.1070.0496>, Heinrich (1998) <doi:10.1006/jcom.1998.0471>, for R. This package builds on the original 'Matlab' and 'C++' implementations by Mike Giles to provide a full MLMC driver and example level samplers. Multi-core parallel sampling of levels is provided built-in.
Downloads
622
Last 30 days
5858th
622
Last 90 days
622
Last year
CRAN Check Status
14
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
OK
r-devel-linux-x86_64-debian-clang
*
OK
r-devel-linux-x86_64-debian-gcc
*
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
OK
r-release-macos-x86_64
*
OK
r-release-windows-x86_64
*
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
Dependency Network
Version History
new
2.1.1
Mar 10, 2026