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updated 5 years ago

Coin And Dice by Rodolphe Sitter

Simulate the average number of tosses of coin/throws of dice to get a given sequence. (coin, toss, dice)

CoinToss(Seq,N)

ThrowDice(Seq,N)

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updated almost 9 years ago

Montecarlo by Jordi Soler Penades

Integrates funcion using Monte-Carlo method (integration, integral, monte carlo)

I=montec(f,a,b,n)

I=montec2var(g,a,b,c,d,n)

I=montec2vvar(g,cx,dx,a,b,c,d,n)

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updated almost 15 years ago

MCSpreadOption.m by Espen Haug

Monte Carlo Simulation Spread Options (finance, modeling, analysis)

MCSpreadOption(CallPutFlag, S1, S2, X, T, r, b1, b2, v1, ...

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updated 15 years ago

mcmc by David Shera

MCMC -- Markov Chain Monte Carlo Tools (statistics, probability, markov)

betalpr(p1,p2,alpha,beta)

gamlpr(g1, g2, alph, gam)

invwishirnd(S,d)

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