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
LazyData: true
RoxygenNote: 7.1.1
Suggests: testthat
NeedsCompilation: no
Packaged: 2020-12-06 20:26:04 UTC; onurboyar
Author: Onur Boyar [aut, cre],
  Wolfgang Hörmann [aut]
Maintainer: Onur Boyar <boyaronur@gmail.com>
Repository: CRAN
Date/Publication: 2020-12-08 10:30:07 UTC
Built: R 4.6.0; ; 2026-04-25 23:02:42 UTC; unix
