This is the initial release of the code for the R package nnR.
Here are future directions:
- create a neural network representation of
$\mathsf{E}^{N,h,q,\ve}_n$ - Faster code with vectorizations
- Implement standard Brownian motion representations
- Implement a simplified Multi-Level Picard scheme.
- Reimplement the maximum convolution operations, but this time for higher dimensions
- Get an actually good looking icon 😉.
Thanks!