functional, simple stochastic simulation
Project description
funcsim
Lightweight, functional stochastic simulation
Features:
- cross-sectional and recursive dynamic simulations
- pseudo-random numbers (so that results are comparable across multiple runs or scenarios)
- stratified/Latin hypercube sampling
- painless multi-core simulations
- highly flexible, and as simple as possible (but no more)
- functional paradigm
Developed using:
- python >= 3.9
- numpy 2.2.0
- scipy 1.16.0
- pandas 2.2.0
- xarray 2025.4.0
For optional functionality, additinoal packages are needed:
- plotting: plotly
- some copula typed: copulae
Additionally, to run the demos, run tests, and build docs:
- pytest
- sphinx, sphinx-autodoc-typehints
building html docs
From the top-level funcsim directory...
sphinx-build -b html docs/source/ docs/build/
running tests
From the top-level funcsim directory...
python3 -m pytest
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