Practical Monte Carlo Simulation Tool 1.0

Date Added: August 10, 2013 | Visits: 489

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This practical function provides a tool for quickly including a random process within a Monte Carlo Simulation framework.The main input argument, is a string containing commands in Matlab syntax. Each execution of such string is an instance of a random process. The function expressionMCSsamples an opened number of user-specified variables and expressions, by running the input string for N iterations.The function help is documented with four meaningful examples of various uses.The purpose of this function is to perform simple Monte Carlo testings for any kind of stochastic processes, without having to create a single .m file. Hence it is not ment to be practicle, rather than fast. I would like to acknowledge Dimitri Shvorob for his comments.

Requirements: No special requirements

Platforms: Matlab

Keyword: Examples, Expressions, Iterations, Perform, Purpose, Running, Simple, Stochastic, Testings

Users rating: 0/10

License: Shareware

Size: 10 KB

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