README.md

The casino r-package

This package collects a number of utility functions useful for performing simulation studies. Especially we provide tools that facilitate monte carlo optimization based on simulation results.

Tools that facilitate general simulation studies

These consist mainly of wrappers around (mc)lapply(2) to run simulations for a large number of scenarios. Simulations may be run in parallel using fork-based parallellization.

Tools that facilitate stochastic optimization

Currently most effort goes into implementing methods that facilitate stochastic optimization where the goal is to optimiza a uitility function that may only be evaluated by simulation.



floatofmath/casino documentation built on May 16, 2019, 1:21 p.m.