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39 lines
1.2 KiB
Markdown
39 lines
1.2 KiB
Markdown
---
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slug: monte-carlo-project
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title: Monte Carlo Methods Project
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type: Academic Project
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description: An implementation of different Monte Carlo methods and algorithms in R, including inverse CDF simulation, accept-reject methods, and stratification techniques.
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shortDescription: A project implementing various Monte Carlo methods and algorithms in R.
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publishedAt: 2024-11-24
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readingTime: 3
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status: Completed
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tags:
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- R
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- Mathematics
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- Statistics
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- Monte Carlo
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- Numerical Methods
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- Estimation
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icon: i-ph-dice-five-duotone
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---
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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 a range of Monte Carlo methods and algorithms in R.
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## 🛠️ Methods and Algorithms
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- Plotting graphs of functions
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- Inverse CDF 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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## 📚 Resources
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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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## 📄 Detailed Report
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<iframe src="/projects/monte-carlo.pdf" width="100%" height="1000px">
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</iframe>
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