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GitHub topics: multivariate-simulation

itsoukal/anySim

An R package for the stochastic simulation of processes with any marginal distribution and correlation structure

Language: R - Size: 584 KB - Last synced at: about 1 year ago - Pushed at: almost 5 years ago - Stars: 7 - Forks: 2

Nathan-Potgieter/Making-of-MCmarket

This is where I originally designed my Monte Carlo simulation package (MCmarket) my Mcom financial econometrics course work at Stellenbosch University.

Language: HTML - Size: 17 MB - Last synced at: over 1 year ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 1

simulatr/simrel

Simulation of Multivariate Linear Model Data

Language: HTML - Size: 15.9 MB - Last synced at: 5 days ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 2

Related Keywords
multivariate-simulation 3 copulas 2 simulation 2 univariate-simulation 2 simulated-data 1 relevant-predictor-components 1 bivariate-simulation 1 quantitative-finance 1 monte-carlo-simulation 1 weather-simulation 1 time-series 1 stochastic-simulation 1 stochastic-processes 1 rainfall 1 r-package 1 non-gaussian 1 distributions 1 data-science 1 correlation-structure 1