Monte Carlo Software

rgen is a library consisting of random number generator and data accumulation classes. Its envisioned purpose is in the development of Monte Carlo simulations where the ability to readily substitute a variety of random generators may be used to assess the influence of the underlying random number...

gjrand is a programmer's library for pseudo-random numbers. gjrand library includes random number generator testing code and is intended for simulation, games, and "Monte-Carlo" algorithms. It produces pseudo-random numbers of the types: uniform integers, uniform reals, normally distributed...

MaxEntropy is a Perl5 module for Maximum Entropy Modeling and Feature Induction. SYNOPSIS use Statistics::MaxEntropy; # debugging messages; default 0 $Statistics::MaxEntropy::debug = 0; # maximum number of iterations for IIS; default 100 $Statistics::MaxEntropy::NEWTON_max_it = 100; #...


Platforms: *nix

McStas project is a general tool for simulating neutron scattering instruments. McStas is a computer program (written in C) that enables you to model very precisely a neutron instrument described as a series of various components. A source component shoots each neutron randomly (Monte-Carlo),...


Platforms: *nix

Use ThemePark to create or modify the way Mac OS X looks, as well as to change the appearance of individual applications. Just draw titlebars, buttons, and other widgets in the graphics editor of your choice, and move them into ThemePark to create a new theme or modify an existing one. Also use...


Platforms: Mac

iChat Enhancer is a module designed to work with Unsanity's Application Enhancer framework. It allows you to set the number of lines in iChat's message composition box, and to send instant messages that contain carriage returns without having them "swallowed" by iChat.Finally, iChat Enhancer is...


Platforms: Mac

Cambridge Rocketry Simulator was designed as a simple and handy tool that allows you to perform six degree of freedom simulations of High Power Rocket (HPR) and model rocket flights. The parachute descent is also simulated. 3D flight trajectories are produced as well as detailed tabular flight...


Platforms: Windows, Windows Vista, 7

An enhancement of the successful Consideo Modeler. It's the first easy to use tool to run scenarios (System Dynamics) on constraints (ToC) and the critical chain of processes and projects. Connect to MS-Project, Excel or SQL, create management cockpits, identify risks and levers, non linear...


Platforms: Mac

BestCurFit calculates the parameters of 12 curves using the method of Linear Least Squares, fitting each curve to user data. The nonlinear equations are linearized. The obtained parameters are used for following optimization procedure using Simplex and Gauss-Newton algorithm. If it does not...


Platforms: Windows

Have you ever wondered how much income you could reliably maintain from your investments and wished that you could have a practice run? The Practice Navigator allows you to do just that. It simulates real-life stock market variability so that you can practice making investment decisions without...


Platforms: Windows

GNU Archimedes is the GNU package for the design and simulation of submicron semiconductor devices. It is a 2D Fast Monte Carlo simulator which can take into account all the relevant quantum effects, thank to the implementation of the Bohm effective potential method. The physics and geometry of a...


Platforms: *nix, C/C++, BSD

A fast implementation of particle filter dedicaced to multitarget tracking with bearing only measurements. For the multitarget data association problem, a gibbsampler is used to estimate target association probabilities.Ref : "Sequential Monte-Carlo methods for multple target tracking and data...


Platforms: Matlab

Computes BER v EbNo curve for convolutional encoding / soft decision Viterbi decoding scheme assuming BPSK.Brute force Monte Carlo approach is unsatisfactory (takes too long) to find the BER curve.The computation uses a quasi-analytic (QA) technique that relies on the estimation (approximate one)...


Platforms: Matlab

This engineering note is the first of two parts:Part 1 Design and Simulation.Part 2 Real-World System Realization. (Being written)It aims at demonstrating how you may use Matlab/Simulink together with Rapid STM32 blockset and ARM Cortex-M3 processors (STM32) to develop digital signal processing...


Platforms: Matlab

fitChiSquare is a generalized chi-square fitting routine for any model function when data measurement errors are known; it returns the model parameters and their uncertainties at the delta chi-square = 1 boundary (68% confidence interval). It also returns the chi-square and degrees of freedom...


Platforms: Matlab

These routines support the book "Risk and Asset Allocation" Springer Finance, by A. Meucci, see http://www.symmys.comThe routines include many new features:- more uni-, multi- and matrix-variate distributions- more copulas- more graphical representations- more analyses in terms of the...


Platforms: Matlab

JDprice.m : Compute European call option price using a Log-Uniform Jump-Diffusion model.Algorithm used: Monte Carlo with antithetic and control variates techniques.JDimpv : Compute the implied volatilities from the market values of European calls using a Log-Uniform Jump-Diffusion model. (the...


Platforms: Matlab

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: Mac

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: *nix

The name YASRT stands for Yet Another Simple RayTracer. YASRT was designed to be a stochastic raytracer. It uses the raytracing algorithm to generate realistic pictures from textual descriptions of three-dimensional scenes. By using Monte Carlo raytracing techniques, YASRT supports features such...


Platforms: Solaris