artmcp/content/projects/monte-carlo-project.md

slug, title, description, publishedAt, readingTime, tags

slug	title	description	publishedAt	readingTime	tags
monte-carlo-project	💻 Monte Carlo Methods Project	A project to demonstrate the use of Monte Carlo methods in R.	2024/11/24	3	r maths

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.

Methods and algorithms implemented:

• Plotting graphs of functions
• Inverse c.d.f. Random Variation simulation
• Accept-Reject Random Variation simulation
• Random Variable simulation with stratification
• Cumulative density function
• Empirical Quantile Function

You can find the code here: Monte Carlo Project Code