FcnsByCatMCandRisk: EnvStats Functions for Monte Carlo Simulation and Risk Assessment
Description
The EnvStats functions listed below are useful for performing Monte Carlo simulations
and risk assessment.Details
ll{
Function Name Description
Empirical Empirical distribution based on a set of observations.
simulateVector Simulate a vector of random numbers from a specified theoretical
probability distribution or empirical probability distribution
using either Latin hypercube sampling or simple random sampling.
simulateMvMatrix Simulate a multivariate matrix of random numbers from specified
theoretical probability distributions and/or empirical probability
distributions based on a specified rank correlation matrix, using
either Latin hypercube sampling or simple random sampling.
}