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slug, title, type, description, publishedAt, readingTime, status, tags, icon
| slug | title | type | description | publishedAt | readingTime | status | tags | icon | |||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 |
|
i-ph-dice-five-duotone |
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