Monte Carlo Simulation, Iman Conover Python, Correlated Distributions, Deep Dives, Thoughts And Theory.
explain the Iman-Conover algorithm in non-mathematical terms: How to generate correlations. If you are only interested in the results — how to use mcerp to run correlated simulations — , then you can skip ahead to the next chapter. One of the go-to approaches to correlate random variables with one