Practical Monte Carlo Simulation Tool

Monte Carlo Simulation for generic Matlab commands

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Updated Sun, 01 Apr 2007 02:32:37 +0000

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This practical function provides a tool for quickly including a random process within a Monte Carlo Simulation framework.

The main input argument, is a string containing commands in Matlab syntax. Each execution of such string is an instance of a random process. The function expressionMCS
samples an opened number of user-specified variables and expressions, by running the input string for N iterations.

The function help is documented with four meaningful examples of various uses.

The purpose of this function is to perform simple Monte Carlo testings for any kind of stochastic processes, without having to create a single .m file. Hence it is not ment to be practicle, rather than fast. I would like to acknowledge Dimitri Shvorob for his comments.

Cite As

Gianluca Dorini (2023). Practical Monte Carlo Simulation Tool (https://www.mathworks.com/matlabcentral/fileexchange/14436-practical-monte-carlo-simulation-tool), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0

further description following Dimitri Shvorob comments