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Author
Lemieux, Christiane
Cieslak, Mikolaj
Luttmer, Kristopher
Accessioned
2008-05-21T18:47:29Z
Available
2008-05-21T18:47:29Z
Computerscience
2003-01-03
Issued
2002-12-18
Subject
Computer Science
Type
unknown
Metadata
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Abstract
This package contains implementations for many quasi-Monte Carlo methods and their associated randomizations. It is designed so that the same program shell can be used for all methods, with only a different input file in each case. Some of the methods included in the package can deal with an infinite (random) dimension, and most of the others have a limit of 360 on the dimension. A program that correctly generates the input file is provided with the package, as well as some basic statistical tools.
Notes
We are currently acquiring citations for the work deposited into this collection. We recognize the distribution rights of this item may have been assigned to another entity, other than the author(s) of the work.If you can provide the citation for this work or you think you own the distribution rights to this work please contact the Institutional Repository Administrator at digitize@ucalgary.ca
Corporate
University of Calgary
Faculty
Science
Doi
http://dx.doi.org/10.11575/PRISM/30878
Uri
http://hdl.handle.net/1880/46569
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