MCSim

MCSim
Developer(s) GNU Project
Stable release 5.4.0 / January 18, 2011; 12 months ago (2011-01-18)
Written in C
Operating system Cross-platform
Type Numerical Analysis
License GNU General Public License
Website http://www.gnu.org/software/mcsim

GNU MCSim is a suite of simulation software. It allows one to design one's own statistical or simulation models, perform Monte Carlo simulations, and Bayesian inference through Markov chain models.

Contents

Description

GNU MCSim is a simulation and statistical inference tool for algebraic or differential equation systems, optimized for performing Monte Carlo analysis. The software is intended to enable the user to perform easy to maintain environment. It comprises a model generator and a simulation engine:

Internally, the software uses the GNU Scientific Library for its numerical calculations.

History

The project began in 1991 in Berkeley when Don Maszle and Frederic Bois translated in C and reorganized a program that Bois had developed at Harvard for his PhD thesis. The primary motivation for the work was to be able to quickly develop and easily maintain PBPK models. However, the syntax was defined with enough generality that many algebraic and first-order ordinary differential equations can be solved. The capability to perform efficient Monte Carlo simulations was added early on, for the research needs of the group. The code was made freely available from a server at UC Berkeley. Discussions with Stuart Beal at UCSF School of Pharmacy, led the team to investigate the use of Markov chain Monte Carlo techniques for PBPK models' calibration. The corresponding code was developed by Maszle, during a project in collaboration with Andrew Gelman, then professor at UC Berkeley Statistics Department. Additional code written by Ken Revzan allowed the definition and Bayesian calibration of hierarchical (multilevel) statistical models. At the time of these developments (around 1996) those capabilities were unique for a freely distributed, easily accessible, efficient and quite versatile software.

Released versions

Licensing

GNU MCSim is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version.

Platform Availability

The C source code is provided and can be compiled on any machine disposing of a C compiler. The GNU Scientific Library needs to be also available on the target platform.

References

Bois F., Maszle D., 1997, MCSim: A simulation program, Journal of Statistical Software, 2(9):http://www.stat.ucla.edu/journals/jss/v02/i09.

Jonsson F., Johanson G., 2003, The Bayesian population approach to physiological toxicokinetic-toxicodynamic models - An example using the MCSim software, Toxicology Letters 138:143-150.

See also

External links