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EnvStats (version 3.0.0)

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.

Arguments

Details

Function NameDescription
EmpiricalEmpirical distribution based on a set of observations.
simulateVectorSimulate a vector of random numbers from a specified theoretical
probability distribution or empirical probability distribution
using either Latin hypercube sampling or simple random sampling.
simulateMvMatrixSimulate 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.