Monte Carlo Engine Kit

Run thousands of simulations to estimate probability distributions.

Convergence check

0/5 complete

Simulation Steps

Initialize distributionLoad normal distribution parameters300ms

Generate samplesDraw 10,000 random samples1500ms

Compute statisticsMean, variance, confidence intervals800ms

Convergence checkVerify sample size adequacy500ms

Generate reportCompile results and visualizations400ms

Integration Code

import { createSimulation } from 'agent-tools-kit/simulation'

const sim = createSimulation({
  type: 'monte-carlo',
  iterations: 10000,
  distribution: 'normal',
  convergenceCheck: true,
})

const results = await sim.run()
console.log(results.summary, results.distribution)