What free tool can I use to do simple Monte Carlo simulations on OS X?

Question

Almost any environment that includes a decent random number generator, I would have thought?! A little more info on the intended application might help elicit a more helpful answer: MC simulations of what? — onestop, Mar 29 '11 at 12:09
You can look at my answers, whenever they contain Monte Carlo simulations, they were done on Mac OS X using R. — mpiktas, Mar 29 '11 at 12:28

score 9 · Answer 1 · edited Sep 15 '14 at 05:43

9

What is a probability that a sum of a 3 highest results from 5 throws of a die is divisible by seven?

> mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0))
[1] 0.16068
> mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0))
[1] 0.16032

Circa 16%.

edited Sep 15 '14 at 05:43

Alexis

29,850

answered Mar 29 '11 at 12:46

score 3 · Answer 2 · answered Mar 29 '11 at 12:56

3

My favourite platforms are

PyMC and
OpenBUGS

PyMC runs on OS X out of the box, OpenBUGS is originally for windows, but according to this it can be run using Wine.

answered Mar 29 '11 at 12:56

GaBorgulya

3,363

1

You can use JAGS on OS X (it works with R too). – chl Mar 29 '11 at 13:15

score 3 · Answer 3 · answered Mar 29 '11 at 13:28

3

To some extent (less strictly statistical) NetLogo.

answered Mar 29 '11 at 13:28

score 1 · Answer 4 · answered Mar 29 '11 at 15:14

1

You can even do Monte Carlo Simulation in Excel. It's not a perfect tool, but you probably already have it and know how to use it. Depending on the scope of your problem, it might be easier to use Excel than to learn something new. If you are going to learn something new, R is a great choice.

What are you trying to simulate?

answered Mar 29 '11 at 15:14

Zach

23,766

Keep in mind that spreadsheet software have poor numerical accuracy, see www.jstatsoft.org/v34/i04/paper . – GaBorgulya Mar 29 '11 at 18:46
@GaBorgulya This is absolutely true, but if Ionuț needs a quick answer he might be willing to make the tradeoff in accuracy. – Zach Mar 29 '11 at 19:18

score 0 · Answer 5 · answered Apr 01 '11 at 21:35

R would be my first vote. Another free option would be gretl. If you happen to know BUGS, JAGS makes sense and is free. And I really don't like its syntax, but if you have some knowledge of Matlab, the free alternative Octave runs on MacOS X as well.

score 0 · Answer 6 · answered Apr 03 '11 at 21:31

0

Try http://tukhi.com. It is not clear whether or not they have a Mac OS X Excel version, but they have contact info on that site. It is pretty amazing. Heh, you could always run Window in a VM.

answered Apr 03 '11 at 21:31

What free tool can I use to do simple Monte Carlo simulations on OS X?

6 Answers6