funcsim
Lightweight, functional stochastic simulation
Documentation: https://funcsim.readthedocs.io/
Features:
- static (cross-sectional) and recursive-dynamic simulations from a single user-written function
- pseudo-random numbers with an explicit seed (so that results are reproducible and comparable across runs or scenarios)
- stratified/Latin hypercube sampling
- painless multi-core simulations
- fitting and comparison of univariate distributions, kernel density estimates, and goodness-of-fit tests
- multivariate normal (fitted to data or specified by a mean vector and covariance matrix) and multivariate KDE distributions; Gaussian, Student's t, Clayton, Gumbel, and Frank copulas, fitted to pseudo-observations or specified by their parameters (implemented natively, no additional packages required); information-criterion comparison of copula families; Iman-Conover; covariance shrinkage
- expected utility, cumulative prospect theory, and regret-theoretical expected utility calculations
- plotly-based fan charts and diagnostic plots
- highly flexible, and as simple as possible (but no more)
- functional paradigm
Requirements:
- python >= 3.11
- 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
For optional functionality, additional packages are needed:
- plotting: plotly (
pip install "funcsim[plotting]"); kaleido for static image export
Additionally, to run the tests and build the docs:
- pytest
- sphinx, sphinx-autodoc-typehints (
pip install "funcsim[docs]")
installation
pip install funcsim
building html docs
From the top-level funcsim directory...
sphinx-build -W -b html docs/source/ docs/build/
running tests
From the top-level funcsim directory...
python3 -m pytest
1 maintainer
Metadata
1 maintainer
Release files for funcsim 0.2.9
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| File | Size | Uploaded | Provenance | |
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| funcsim-0.2.9.tar.gz | 80.9 kB | Without provenance | Details |
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| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| funcsim-0.2.9-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 169.1 kB
Release files / funcsim-0.2.9.tar.gz
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