arXiv Open Access 2018

rlsm: R package for least squares Monte Carlo

Jeremy Yee

Lihat Sumber

Abstrak

This short paper briefly describes the implementation of the least squares Monte Carlo method in the rlsm package. This package provides users with an easy manner to experiment with the large amount of R regression tools on any regression basis and reward functions. This package also computes lower and upper bounds for the true value function via duality methods.

Topik & Kata Kunci

cs.MS

Penulis (1)

Jeremy Yee

Format Sitasi

APA MLA BibTeX

Yee, J. (2018). rlsm: R package for least squares Monte Carlo. https://arxiv.org/abs/1801.05554

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2018
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓