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slug, title, description, publishedAt, readingTime, tags
| slug | title | description | publishedAt | readingTime | tags | |||
|---|---|---|---|---|---|---|---|---|
| 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 |
|
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