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 >= 3.10
  • numpy 2.2.0
  • scipy 1.16.0
  • pandas 2.2.0 (pandas 2.2+ and 3.x are both supported)
  • xarray 2025.4.0

Copulas (Gaussian, Student's t, Clayton, Gumbel, and Frank) are supported natively; no additional packages are required.

For optional functionality, additinoal packages are needed:

  • plotting: plotly

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

Project links

Key dates

PyPI data
Data sourced directly from PyPI's database.
  • Released:
Newer release available (0.2.4)

1 maintainer

PyPI data
Data sourced directly from PyPI's database.
Avatar for h-bryant from gravatar.com h-bryant

Credits

Author: Henry Bryant

License

BSD License (bsd-3-clause)

Requires

Python >=3.11

Provides Extra

plotting docs full

Tags

functional stochastic simulation

Classifiers

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