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monte-carlo-project Monte Carlo Methods Project ⚠️ Still in progress - A project to demonstrate the use of Monte Carlo methods in R. 2024/11/24 3
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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.

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