Package: VarRedOpt
Type: Package
Title: A Framework for Variance Reduction
Version: 0.1.0
Authors@R: c(person(given = "Onur",
           family = "Boyar",
           role = c("aut", "cre"),
           email = "boyaronur@gmail.com"),
           person(given = "Wolfgang",
           family = "Hörmann",
           role = c("aut"),
           email = "hormannw@boun.edu.tr")
   )
Description: In order to make it easy to use variance reduction
        algorithms for any simulation, this framework can help you. We
        propose user friendly and easy to extend framework. Antithetic
        Variates, Inner Control Variates, Outer Control Variates and
        Importance Sampling algorithms are available in the framework.
        User can write its own simulation function and use the Variance
        Reduction techniques in this package to obtain more efficient
        simulations. An implementation of Asian Option simulation is
        already available within the package. See Kemal Dinçer Dingeç &
        Wolfgang Hörmann (2012) <doi:10.1016/j.ejor.2012.03.046>.
License: GPL-2
Encoding: UTF-8
RoxygenNote: 7.1.1
Suggests: testthat
Repository: https://onurboyar.r-universe.dev
Date/Publication: 2020-12-06 20:25:47 UTC
RemoteUrl: https://github.com/onurboyar/varredopt
RemoteRef: HEAD
RemoteSha: 5b4624660a12cf30015f6a390e797a1dbe557bd9
NeedsCompilation: no
Packaged: 2026-10-08 12:25:44 UTC; root
Author: Onur Boyar [aut, cre],
  Wolfgang Hörmann [aut]
Maintainer: Onur Boyar <boyaronur@gmail.com>