MCSim: A Monte Carlo Simulation Program

Abstract

MCSim consists of two pieces, a model generator and a simulation engine. The model generator, mod, was created to facilitate the model maintenance and simulation definition, while keeping execution time fast. Other programs have been created to the same end, the Matlab family of graphical interactive programs being some of the more general and easy to use. Still, many available tools are not optimal for performing time and computer intensive Monte Carlo analysis. MCSim was created specifically to this end: to perform Monte Carlo analysis in a highly optimized, and easy to maintain environment.