Monte Carlo Methods Project
Academic ProjectCompleted
An implementation of different Monte Carlo methods and algorithms in R, including inverse CDF simulation, accept-reject methods, and stratification techniques.
November 24, 2024 3 min read
RMathematicsStatisticsMonte CarloNumerical MethodsEstimation
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.
🛠️ 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
📚 Resources
You can find the code here: Monte Carlo Project Code