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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. A project implementing various Monte Carlo methods and algorithms in R. 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 a range of Monte Carlo methods and algorithms in R.

::BackgroundTitle{title="Methods and Algorithms"} ::

  • Plotting graphs of functions
  • Inverse CDF random variation simulation
  • Accept-Reject random variation simulation
  • Random variable simulation with stratification
  • Cumulative density function
  • Empirical quantile function

::BackgroundTitle{title="Resources"} ::

You can find the code here: Monte Carlo Project Code

::BackgroundTitle{title="Detailed Report"} ::