Monte Carlo and discrete-event simulations in C and R

Author

Lawson, Barry ; Leemis, Lawrence

Author_Institution

Dept. of Math. & Comput. Sci., Univ. of Richmond, Richmond, VA, USA

fYear

2008

fDate

7-10 Dec. 2008

Firstpage

11

Lastpage

16

Abstract

The Monte Carlo and discrete-event simulation code associated with the Simulation 101 pre-conference workshop (offered at the 2006, 2007, and 2008 Winter Simulation Conferences) is available in both C and R. This paper begins with general instructions for downloading, compiling, and executing the software. This is followed by detailed explanations of two programs that are representative of the software suite: craps uses Monte Carlo simulation to estimate the probability of winning the dice game Craps, and ssq2 uses discrete-event simulation to estimate several measures of performance associated with a single-server queue.

Keywords

C language; Monte Carlo methods; computer aided instruction; computer science education; discrete event simulation; game theory; object-oriented programming; probability; program compilers; queueing theory; C simulation language; Monte Carlo simulation; R simulation language; dice game; discrete-event simulation; instructional tool; probability; program compiler; single-server queue; Computational modeling; Discrete event simulation; Joining processes; Linux; Mathematics; Monte Carlo methods; Object oriented modeling; Packaging; Software libraries; Software packages;

fLanguage

English

Publisher

ieee

Conference_Titel

Simulation Conference, 2008. WSC 2008. Winter

Conference_Location

Austin, TX

Print_ISBN

978-1-4244-2707-9

Electronic_ISBN

978-1-4244-2708-6

Type

conf

DOI

10.1109/WSC.2008.4736051

Filename

4736051