Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
Authors: Frederic Y. Bois, Don R. Maszle
Title: MCSim: A Monte Carlo Simulation Program
Abstract: MCSim consists of two pieces, a model generator and a simulation engine. The model generator, mod, was created to facilitate the model maintenance and simulation definition, while keeping execution time fast. Other programs have been created to the same end, the Matlab family of graphical interactive programs being some of the more general and easy to use. Still, many available tools are not optimal for performing time and computer intensive Monte Carlo analysis. MCSim was created specifically to this end: to perform Monte Carlo analysis in a highly optimized, and easy to maintain environment.

Page views:: 7412. Submitted: 1997-03-07. Published: 1997-11-03.
Paper: MCSim: A Monte Carlo Simulation Program     Download PDF (Downloads: 6980)
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data.zip: Data files Download (Downloads: 1345; 32KB)
mcsim.zip: Simulation Program files Download (Downloads: 1496; 784KB)

DOI: 10.18637/jss.v002.i09

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Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.