diff --git a/404.html b/404.html index 3dd42f9..43889f7 100644 --- a/404.html +++ b/404.html @@ -24,7 +24,7 @@ mlmc - 2.0.0 + 2.0.1 + + + + + +
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Changelog

+ Source: NEWS.md +
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mlmc 2.0.1

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  • Package was removed from CRAN because I didn’t notice my old Oxford email address wasn’t forwarding any longer. In order to comply with CRAN changes, the C++ routines are now registered and maintainer info updated to my Durham email.
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  • The Matlab driver code by Mike Giles has been quite substantially updated, so this major version bump in the R package addresses updating this code to match the new driver API. None of these sub-bullets are bug fixes, merely changing to match the new best-practice for the MLMC driver designed by Mike Giles. In particular: +
    • User level sampling functions must now also return the total cost of all samples simulated at that level. Therefore user level sampler functions must return a list with a sums and cost element.
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    • The gamma argument is no longer required, since it is not used in automatic cost computation, and can be estimated as for alpha and beta.
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    • +mlmc.test() no longer takes M, a level refinement factor, since this was only used to calculate the cost as N*M^l. Per above comment, the user now defines cost completely via the return from the level sampler function.
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    • Along these lines, mlmc.test() now uses the user returned cost in all places: previously CPU time was measured as cost in the convergence tests section, whilst the MLMC complexity tests previously forced costs to be N*M^l.
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  • Some (very) old bugs were squashed in the Euler-Maruyama discretisation level sampler, opre_l() which affected lookback call and Heston model options.
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  • I managed to get hold of a Matlab license, so have now confirmed that the examples in the docs return (within sampling variability) the same results for both Euler-Maruyama and Milstein discretisation example level sampler functions.
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  • There is now a hex sticker! It is hopefully fairly self explanatory: many fast simulations are done at low levels (lots of dice, with the hare running at the bottom of the stairs); fewer simulations are done at higher levels (fewer dice as you go up each step, with a tortoise and fewest dice on top step)!
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  • There is now a documentation website at https://mlmc.louisaslett.com/ +
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mlmc 1.0.0

CRAN release: 2016-04-24

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  • Initial CRAN submission.
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+ + + + + + + diff --git a/pkgdown.yml b/pkgdown.yml index dd147d3..da2fa84 100644 --- a/pkgdown.yml +++ b/pkgdown.yml @@ -2,7 +2,7 @@ pandoc: 3.1.11 pkgdown: 2.1.0 pkgdown_sha: ~ articles: {} -last_built: 2024-08-23T18:32Z +last_built: 2024-08-24T15:33Z urls: reference: https://mlmc.louisaslett.com/reference article: https://mlmc.louisaslett.com/articles diff --git a/reference/index.html b/reference/index.html index 480da6c..76ac41f 100644 --- a/reference/index.html +++ b/reference/index.html @@ -7,7 +7,7 @@ mlmc - 2.0.0 + 2.0.1