Tcllib simulation

Tcllib's simulation module deals with various forms of computer-aided simulations. Currently it includes:

  • Simulated annealing: a method to determine the minimum of a complicated function of many variables. The package allows you to run a complete script as well as a function given by a single expression. It offers both standard and customised reporting facilities.
  • Monte Carlo simulation: run a script multiple times with random parameters. Report the results.
  • Random numbers: create procedures that return random numbers with various distributions. Useful in Monte Carlo type simulations.