Monte Carlo family

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Functions for use in Monte Carlo simulation models

ComponentWhat the name means
Distribution Generate a value from a probability distribution
PartialDependency Generate a value from a probability distribution where there is a graphical partial dependency
DistCumulative Generate a value from a specified cumulative probability distribution
DistUniform Generate a value from a uniform probability distribution
DistTriangular Generate a value from a triangular probability distribution
DistDoubleTri Generate a value from a double triangular distribution
DistNormal Generate a value from a normal probability distribution
DistLogNormal Generate a value from a log-normal probability distribution
RandNum Compute a semi random number
NRandom Number of Random Number in Sequence
PickRandom Pick a specific random number from a set of random numbers
DescribeDistType Describes the value used for DistType
CumProb Find the cumulative probability level for a given deviate value from a distribution

  • This family has the distribution functions you need for a Monte-Carlo simulation, such as DistUniform and DistNormalú, and the random number functions you may need as well, such as úRandomú.
  • There are types of function for accessing a distribution. You can use functions specific for a distribution like úDistTriangleú, or you can also use a 'do everything' function like Distribution. Distribution is quite handy because if you want to change the type of distribution you have, you just change one parameter not the whole function.