# R script for Leasts Square Monte Carlo. How to explain vol and mean?

I am trying to do a Least Squares Monte Carlo in R. I don't know if it is the right place to post this, but I am out of options. I don't understand the following lines of the script.

mean = (log(s0)+k*log(s.t[1:n]))/(K+1)
vol = (k*dt/(K+1))^0.5*z


Why is (K+1) used? Is it supposed to be k instand of K?

The full script is the following:

  lsm = function(n = 50000, d = 50, S0 = 38, K = 40, sigma = 0.2
, r = 0.06, T = 1)
{
# S0 = initial asset price
# K = strike price
# r = risk-free interest rate
# sigma = volatility
# T = maturity time
# n = Number of paths simulated
# d = Number of time steps in the simulation
s0 = S0/K
dt = T/d
z = rnorm(n)
s.t = s0*exp((r - 0.5*sigma^2)*T + sigma*z*(T^0.5))
s.t[(n+1):(2*n)] = s0*exp((r - 0.5*sigma^2)*T - sigma*z*(T^0.5))
CC = pmax(1-s.t, 0)
payoffeu = exp(-r*T)*(CC[1:n]+CC[(n+1):(2*n)])/2*K
euprice = mean(payoffeu)

for(k in (d-1):1)
{
z = rnorm(n)
mean = (log(s0)+k*log(s.t[1:n]))/(K+1)
vol = (k*dt/(K+1))^0.5*z
s.t.1 = exp(mean+sigma*vol)
mean = (log(s0)+k*log(s.t[(n+1):(2*n)]))/(k+1)
s.t.1[(n+1):(2*n)] = exp(mean-sigma*vol)
CE = pmax(1-s.t.1, 0)
idx = (1:(2*n))[CE > 0]
discountedCC = CC[idx]*exp(-r*dt)
basis1 = s.t.1[idx]
basis2 = (s.t.1[idx])^2
p = lm(discountedCC ~ basis1 + basis2)\$coefficients
estimatedCC = p[1] + p[2]*basis1 + p[3]*basis2
EF = rep(0, 2*n)
EF[idx] = (CE[idx] > estimatedCC)
CC = (EF == 0)* CC * exp(-r*dt) + (EF == 1)*CE
s.t = s.t.1
}

payoff = exp(-r*dt)*(CC[1:n]+CC[(n+1):(2*n)])/2
usprice = mean(payoff*K)
error = 1.96*sd(payoff*K)/sqrt(n)
earlyex = usprice - euprice
data.frame(usprice, error, euprice)
}

lsm()


mean = (log(s0)+k*log(s.t[1:n]))/(K+1) vol = (k*dt/(K+1))^0.5*z s.t.1 = exp(mean+sigma*vol) mean = (log(s0)+k*log(s.t[(n+1):(2*n)]))/(k+1)
mean = (log(s0)+k*log(s.t[1:n]))/(k+1) vol = (k*dt/(k+1))^0.5*z s.t.1 = exp(mean+sigma*vol) mean = (log(s0)+k*log(s.t[(n+1):(2*n)]))/(k+1)`