Showing 11 of total 11 results (show query)
philchalmers
SimDesign:Structure for Organizing Monte Carlo Simulation Designs
Provides tools to safely and efficiently organize and execute Monte Carlo simulation experiments in R. The package controls the structure and back-end of Monte Carlo simulation experiments by utilizing a generate-analyse-summarise workflow. The workflow safeguards against common simulation coding issues, such as automatically re-simulating non-convergent results, prevents inadvertently overwriting simulation files, catches error and warning messages during execution, implicitly supports parallel processing with high-quality random number generation, and provides tools for managing high-performance computing (HPC) array jobs submitted to schedulers such as SLURM. For a pedagogical introduction to the package see Sigal and Chalmers (2016) <doi:10.1080/10691898.2016.1246953>. For a more in-depth overview of the package and its design philosophy see Chalmers and Adkins (2020) <doi:10.20982/tqmp.16.4.p248>.
Maintained by Phil Chalmers. Last updated 7 hours ago.
monte-carlo-simulationsimulationsimulation-framework
62 stars 13.43 score 253 scripts 47 dependents
rte-antares-rpackage
antaresRead:Import, Manipulate and Explore the Results of an 'Antares' Simulation
Import, manipulate and explore results generated by 'Antares', a powerful open source software developed by RTE (Réseau de Transport d’Électricité) to simulate and study electric power systems (more information about 'Antares' here : <https://antares-simulator.org/>).
Maintained by Tatiana Vargas. Last updated 5 days ago.
infrastructuredataimportadequacybilanelectricityenergyhdf5linear-algebramonte-carlo-simulationoptimisationprevisionnelrhdf5rtesimulationtyndp
13 stars 9.32 score 148 scripts 3 dependentsrte-antares-rpackage
antaresEditObject:Edit an 'Antares' Simulation
Edit an 'Antares' simulation before running it : create new areas, links, thermal clusters or binding constraints or edit existing ones. Update 'Antares' general & optimization settings. 'Antares' is an open source power system generator, more information available here : <https://antares-simulator.org/>.
Maintained by Tatiana Vargas. Last updated 1 months ago.
antares-simulationclusterenergymonte-carlo-simulationrte
8 stars 8.66 score 101 scripts
acguidoum
Sim.DiffProc:Simulation of Diffusion Processes
It provides users with a wide range of tools to simulate, estimate, analyze, and visualize the dynamics of stochastic differential systems in both forms Ito and Stratonovich. Statistical analysis with parallel Monte Carlo and moment equations methods of SDEs <doi:10.18637/jss.v096.i02>. Enabled many searchers in different domains to use these equations to modeling practical problems in financial and actuarial modeling and other areas of application, e.g., modeling and simulate of first passage time problem in shallow water using the attractive center (Boukhetala K, 1996) ISBN:1-56252-342-2.
Maintained by Arsalane Chouaib Guidoum. Last updated 1 years ago.
dynamic-systemmoment-equationsmonte-carlo-simulationparallel-computingstochastic-calculusstochastic-differential-equationtransition-density
13 stars 7.60 score 86 scripts 4 dependentsrte-antares-rpackage
antaresViz:Antares Visualizations
Visualize results generated by Antares, a powerful open source software developed by RTE to simulate and study electric power systems (more information about 'Antares' here: <https://github.com/AntaresSimulatorTeam/Antares_Simulator>). This package provides functions that create interactive charts to help 'Antares' users visually explore the results of their simulations.
Maintained by Tatiana Vargas. Last updated 3 months ago.
adequacybilandygraphselectricenergyleafletlinear-programmingmanipulatewidgemonte-carlo-simulationoptimizationplotlyprevisionnelrenewable-energyrteshinyshiny-appssimulationstochastic-simulation-algorithmtyndp
21 stars 6.83 score 32 scriptsrte-antares-rpackage
antaresProcessing:'Antares' Results Processing
Process results generated by 'Antares', a powerful open source software developed by RTE (Réseau de Transport d’Électricité) to simulate and study electric power systems (more information about 'Antares' here: <https://github.com/AntaresSimulatorTeam/Antares_Simulator>). This package provides functions to create new columns like net load, load factors, upward and downward margins or to compute aggregated statistics like economic surpluses of consumers, producers and sectors.
Maintained by Tatiana Vargas. Last updated 4 months ago.
infrastructuredataimportadequacyantaresbilandatatableenergylinear-algebramarginsmonte-carlo-simulationoptimizationprevisionnelrtesimulationsurplustyndp
8 stars 6.70 score 35 scripts 1 dependents
paulgovan
PRA:Project Risk Analysis
Data analysis for Project Risk Management via the Second Moment Method, Monte Carlo Simulation, Contingency Analysis, Sensitivity Analysis, Earned Value Management, Learning Curves, Design Structure Matrices, and more.
Maintained by Paul Govan. Last updated 4 months ago.
causal-networkscontingency-analysismonte-carlo-simulationrisk-analysissensitivity-analysis
3 stars 5.82 score 8 scripts
prdm0
AcceptReject:Acceptance-Rejection Method for Generating Pseudo-Random Observations
Provides a function that implements the acceptance-rejection method in an optimized manner to generate pseudo-random observations for discrete or continuous random variables. Proposed by von Neumann J. (1951), <https://mcnp.lanl.gov/pdf_files/>, the function is optimized to work in parallel on Unix-based operating systems and performs well on Windows systems. The acceptance-rejection method implemented optimizes the probability of generating observations from the desired random variable, by simply providing the probability function or probability density function, in the discrete and continuous cases, respectively. Implementation is based on references CASELLA, George at al. (2004) <https://www.jstor.org/stable/4356322>, NEAL, Radford M. (2003) <https://www.jstor.org/stable/3448413> and Bishop, Christopher M. (2006, ISBN: 978-0387310732).
Maintained by Pedro Rafael D. Marinho. Last updated 10 months ago.
monte-carlomonte-carlo-simulationrejection-samplingstatistics-librarycpp
1 stars 5.00 score 7 scripts
arturstat
TPmsm:Estimation of Transition Probabilities in Multistate Models
Estimation of transition probabilities for the illness-death model and or the three-state progressive model.
Maintained by Artur Araujo. Last updated 1 years ago.
illness-death-modelkaplan-meiermonte-carlo-simulationmulti-state-modelsopenmp-parallelizationsurvival-analysistransition-probabilitiesopenblasopenmp
1 stars 4.52 score 22 scripts 1 dependents
techtonique
esgtoolkit:Toolkit for Monte Carlo Simulations
A toolkit for Monte Carlo Simulations in Finance, Economics, Insurance, Physics. Multiple simulation models can be created by combining building blocks provided in the package.
Maintained by T. Moudiki. Last updated 2 months ago.
diffusion-modeldiffusion-modelsmonte-carlo-methodsmonte-carlo-simulationmontecarlo-simulationscenario-analysisscenario-creatorscenario-generationsimulationstochastic-differential-equationsstochastic-processesstochastic-simulationcpp
11 stars 3.97 score 28 scripts
asancpt
caffsim:Simulation of Plasma Caffeine Concentrations by Using Population Pharmacokinetic Model
Simulate plasma caffeine concentrations using population pharmacokinetic model described in Lee, Kim, Perera, McLachlan and Bae (2015) <doi:10.1007/s00431-015-2581-x> and the package was published <doi:10.12793/tcp.2017.25.3.141>.
Maintained by Sungpil Han. Last updated 5 years ago.
caffeinemedicinemonte-carlo-simulationpharmacokineticspharmacometricstoxicology
9 stars 3.77 score 13 scripts