This package collects a number of utility functions useful for performing simulation studies. Especially we provide tools that facilitate monte carlo optimization based on simulation results.
These consist mainly of wrappers around (mc)lapply(2)
to run
simulations for a large number of scenarios. Simulations may be run in
parallel using fork-based parallellization.
Currently most effort goes into implementing methods that facilitate stochastic optimization where the goal is to optimiza a uitility function that may only be evaluated by simulation.