Monte Carlo and discrete-event simulations in C and R

  • Authors:
  • Barry Lawson;Lawrence Leemis

  • Affiliations:
  • University of Richmond, Richmond, VA;College of William & Mary, Williamsburg, VA

  • Venue:
  • Proceedings of the 40th Conference on Winter Simulation
  • Year:
  • 2008

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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.