Simulation
Simulation
| Function | Description |
|---|---|
runif | Random draws from a uniform distribution; foundational function for simulations |
SetSeed | Use memorable words or phrases to set seed for reproducible simulations |
GetSeed | Used to make CLS-Stats RNGs volatile |
Fkmin | Helper function returns the minimum kurtosis needed for a given skew the Fleishman RNG |
MCM(_V) | Base functions for the Monte Carlo method of error propagation. |
MCM_CI(_V) | Uses the Monte Carlo (MC) method of error propagation to estimate a 95% confidence interval of transformed variables. |
MCM_error(_V) | Use Monte Carlo method of error propagation to predict the effect of transformations on bias and random error, and to perform OAT sensitivity analysis. |
rnorm | Random draws from a normal distribution (simulations with additive independent sources of variability) |
rlnorm | Random draws from a log-normal distribution (simulations with multiplicative independent sources of variability) |
rerror | Generate random noise (mean 0, standard deviation 1) with user-selected skew and kurtosis |
rerrorV | The always-volatile sibling of rerror that uses RANDOMIZE rather than runif |