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26 lines
920 B
Markdown
26 lines
920 B
Markdown
---
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slug: monte-carlo-project
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title: 💻 Monte Carlo Methods Project
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description: A project to demonstrate the use of Monte Carlo methods in R.
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publishedAt: 2024/11/24
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readingTime: 3
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tags:
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- r
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- maths
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---
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This is the report for the Monte Carlo Methods Project. The project was done as part of the course `Monte Carlo Methods` at the Paris-Dauphine University. The goal was to implement different methods and algorithms using Monte Carlo methods in R.
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Methods and algorithms implemented:
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- Plotting graphs of functions
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- Inverse c.d.f. Random Variation simulation
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- Accept-Reject Random Variation simulation
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- Random Variable simulation with stratification
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- Cumulative density function
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- Empirical Quantile Function
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You can find the code here: [Monte Carlo Project Code](https://go.arthurdanjou.fr/monte-carlo-code)
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<iframe src="/projects/monte-carlo-project/Report.pdf" width="100%" height="1000px">
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</iframe>
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