I want to run a Monte Carlo Simulation on my entire script, How do I do it.

Hey guys, I have attached my script in this question. I want to be able to simulate my script 1000 times so that I can have a 1000 values for certain variables in my script near the end.

Please note that within my script there is already a simulation at the beginning (i.e. As part of the simulation that I want, each one will have a part that is being simulated 1000 times.)

Thanks in advance for your help.

Answer 1

[Image Analyst]

for k = 1 : 1000
    Overall_Omega_Model();
end

Change your script into a function if you want to return any values from it so they can be saved by your "Monte Carlo" program. It's not really a Monte Carlo program if it just calls your function 1000 times, unless maybe there is some randomness built into your Overall_Omega_Model script.

[Henn]

I have figured out how to turn into a function, but any ideas of how to extract the 1000 values which I get for certain variables in my original script. I want to be able to create a histogram of these results or take the mean value and so on.

Cheers

[Image Analyst]

for k = 1 : 1000
    result(k) = Overall_Omega_Model();
end
histogram(result); % Plot results histogram.

[Henn]

wouldn't that give me a histogram for all the results from my original script? I need only specific variables.

[Image Analyst]

Yes, it would. If you need only specific variables, then make sure your function returns those variables, then collect them into an array and histogram that. What variables are you interested in histogramming? And are you sure you remembered to return those to the calling program?

[Henn]

For example, I have a variables called unconstrained. I want to be able to histogram that and take its mean value. At the same time, I want to be able to take the mean value for another variable called omegaopt_1. There are a few others. Since I've never dealt with functions before I am a bit lost and trying different things. Could you give me generic code that would allow me to extract these variables?

[Image Analyst]

Just return all of the things in the output argument list. To define:

function [unconstrained, omegaopt_1] = Overall_Omega_Model()

Then, to call in your loop:

[unconstrained, omegaopt_1] = Overall_Omega_Model();

then do something with unconstrained and omegaopt_1, like tack them onto an array of values from all iterations, or whatever.

[Henn]

Thanks a lot! Really Really appreciate your help!