Tools for Two-Dimensional Monte-Carlo Simulations

A complete framework to build and study Two-Dimensional Monte-Carlo simulations, aka Second-Order Monte-Carlo simulations. Also includes various distributions (pert, triangular, Bernoulli, empirical discrete and continuous).


News

=== mc2d ===

Version 0.1-18

BUG FIX

  • potential bugs linked to the default limit of 60 characters in the deparse function. Let to errors in hist, plot, converg, ...

Version 0.1-17

BUG FIX

  • one bug in rtriang, rpert, rbetagen corrected (error when the length of the arguments differed)

Version 0.1-16

BUG FIX

  • one bug in rtriang corrected (returned 1 when min == mode == max)
  • one error in the manual was corrected

Version 0.1-15

BUG FIX

  • one bug in mcstoc for multivariates nodes with truncation was corrected

Version 0.1-14

BUG FIX

  • one bug for multivariates nodes with truncation was corrected
  • addition of tests for truncations (function rtrunc and mcstoc (option trunc=TRUE)). Some unexpected results linked to rounding errors could be obtained for some extreme truncations (see examples). Note that it is not possible to catch all errors and a warning is now provided in the documentation.

IMPROVEMENTS

  • pert is definitively better and quicker.
  • the vignettes were revised

Version 0.1-13

BUG FIX

  • pert, betagen and triang functions were slow in previous versions. This is fixed
  • some of the rdist functions returned matrixes when some of the arguments were matrixes
  • all parameters but the first one are now vectorized in the univariate p, d, q, r distribution functions

Version 0.1-12

BUG FIX

  • a bug in the definition of d2V and d3V in the mc2dLmEnglish vignette
  • a bug in dmultinomial with log = FALSE: it led to NA values

NEW FEATURES

  • creation of a NAMESPACE for R.2.14 compliance
  • additionnal xlim and ylim arguments in plot.mc

Version 0.1-11

BUG FIX

  • rtriang was really slow in Version 0.1-10

Version 0.1-10

NEW FEATURES

  • dempiricalC is now vectorized and improved
  • better control of limit cases in distributions

BUG FIXES

  • major correction: dbetagen and dpert led to wrong values
  • major correction: mcapply led to incorrect results when the function returned a vector of length n and if margin was 'unc' or 'variates'
  • one bug in extractvar led to errors

Version 0.1-9

NEW FEATURES

  • dmultinormal, a vectorized version of dmvnorm

IMPROVEMENTS

  • all p- d- q- r-distributions return numeric(0) if the first argument (x, q, p or n) are numeric(0)

BUG FIXES

  • dmultinomial led to errors

Version 0.1-8

NEW FEATURES

  • pmin.mcnode and pmax.mcnode
  • a second vignette

IMPROVEMENTS

  • error message in mc when one argument was neither an mc nor an mcnode

BUG FIXES

  • rempiricalC and qempiricalC lead to errors

Version 0.1-7

NEW FEATURES

  • The documentation is now a real vignette
  • mcratio, a function to measure variability and uncertainty
  • extractvar and addvar, two utilities for multivariate nodes

IMPROVEMENTS

  • Ops.mcnode function is much more efficient and less memory consuming
  • great improvement for speed in mcstoc for multivariate distributions
  • plot.mc proposes to fill the enveloppes
  • empiricalD is (a little bit) more efficient

BUG FIXES

  • lhs: could bug when sent without default distribution. Now, distr="runif" by default.
  • lhs: nsv = ndvar() and nsu = ndunc() by default
  • mcstoc: issue when rtrunc with linf or lsup as multivariate nodes: solved
  • rtrunc: issue for discrete distribution. It is now clear that rtrunc sample within (linf, lsup]. As a consequence, linf should be strictly lower than lsup
  • same issue in mcstoc

Version 0.1-6

BUG FIXES

  • Pert distribution: could bug when is.equal(mu,mode) while mu!=mode.
  • mcprobtree: allows now to use mcvalues with a type different of the type of the ouptut

Version 0.1-5

  • Initial release on CRAN.

Reference manual

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install.packages("mc2d")

0.1-18 by Regis Pouillot, 2 years ago


Browse source code at https://github.com/cran/mc2d


Authors: Regis Pouillot [aut, cre] , Marie-Laure Delignette-Muller [ctb] , Jean-Baptiste Denis [ctb]


Documentation:   PDF Manual  


Task views: Probability Distributions


GPL (>= 2) license


Imports stats, grDevices, graphics, utils

Depends on mvtnorm

Suggests fitdistrplus, survival


Imported by DDPGPSurv, WRS2, evaluator, hierarchicalDS, pcrsim, rriskDistributions.

Depended on by AnnuityRIR, CPP, CopulaREMADA, OSCV, pcaPA, stratifyR.

Suggested by decisionSupport, fitdistrplus, fitteR, sensitivity.


See at CRAN