pvdeg.montecarlo.simulate

pvdeg.montecarlo.simulate(func: Callable, correlated_samples: DataFrame, **function_kwargs) → Series

Apply a target function to data to preform a monte carlo simulation.

If you get a key error and the target function has default parameters, try adding them to your func_kwargs dictionary instead of using the default value from the target function.

Parameters:

• func (function) – Function to apply for monte carlo simulation

• correlated_samples (pd.DataFrame) – Dataframe of correlated samples with named columns for each appropriate modeling constant, can be generated using generateCorrelatedSamples()

• function_kwargs (dict) – Keyword arguments to pass to func, only include arguments not named in your correlated_samples columns

Returns:

res (pandas.Series) – Series with monte carlo results from target function