mcr: monte carlo simulation using mc2d

In alexmitrani/humblr: Provides a few humble tools for R.

monte carlo simulation using mc2d

Description

a wrapper for mc2d

Usage

mcr(myfilename = NULL, mycorrmatfilename = NULL, myseed = 12345L, nsims = 1000)

Arguments

myfilename	is the name of the main input Excel file
mycorrmatfilename	is the name of an input Excel file containing a desired correlation matrix (this is optional).
myseed	the random number seed to be used
nsims	the desired number of Monte Carlo simulations

Details

The input spreadsheet should have only one sheet with the following columns and one row for each variable to be simulated:

• Index (numeric)

• Variable (character)

• codename (character)

• Base (numeric)

• Minimum (numeric)

• Mode (numeric)

• Maximum (numeric)

• Distribution (character) - Uniform, Triangular, or PERT.

• Shape (numeric) - only needed if distribution is "PERT"

If specified, the file "mycorrmatfilename" with the correlation matrix should have only one sheet and the variables should be named "V1", "V2", ..., "VN" for N variables.

Examples

myinputfile <- system.file("extdata", "risk_variable_distributions.xlsx", package = "humblr")
mytest1 <- mcr(myinputfile, nsims = 1000, myseed = 12345L)
mytest1

mycorrmatfile <- system.file("extdata", "correlation_matrix.xlsx", package = "humblr")
mytest2 <- mcr(myinputfile, mycorrmatfilename = mycorrmatfile, nsims = 1000, myseed = 12345L)
mytest2

alexmitrani/humblr documentation built on April 4, 2022, 8:29 a.m.