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monte-carlo-project Monte Carlo Methods Project Academic Project An implementation of different Monte Carlo methods and algorithms in R, including inverse CDF simulation, accept-reject methods, and stratification techniques. 2024-11-24 3 Completed
R
Mathematics
Statistics
Monte Carlo
Numerical Methods
Estimation
i-ph-dice-five-duotone

This report presents the Monte Carlo Methods Project completed as part of the Monte Carlo Methods course at Paris-Dauphine University. The goal was to implement different methods and algorithms using Monte Carlo methods in R.

🛠️ Methods and Algorithms

  • 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

📚 Resources

You can find the code here: Monte Carlo Project Code

📄 Detailed Report