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Monte Carlo code for scenario generation

조회 수: 1 (최근 30일)
Ditiro Setlhaolo
Ditiro Setlhaolo 2013년 11월 5일
댓글: Ditiro Setlhaolo 2014년 1월 27일
Hello. I need help with a typical code for scenario generation using monte carlo?
Thank you

답변 (1개)

Shashank Prasanna
Shashank Prasanna 2013년 11월 5일
You need to be able to draw random samples from a specified distribution.
Notice that there are several things unspecified in that sentence: how many samples, what distributions, was the distribution fit to real data?
These are the questions you may need to answer for yourself before we provide with specific answers. As a start go through some examples in the documentation to get an idea of of you can go about doing it:
  댓글 수: 1
Ditiro Setlhaolo
Ditiro Setlhaolo 2014년 1월 27일
Thank you for your valuable response Shashank.I will refer to the site.

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