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Monte Carlo code for scenario generation

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Ditiro Setlhaolo
Ditiro Setlhaolo 2013-11-5
评论： Ditiro Setlhaolo 2014-1-27
Hello. I need help with a typical code for scenario generation using monte carlo?
Thank you

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Shashank Prasanna
Shashank Prasanna 2013-11-5
You need to be able to draw random samples from a specified distribution.
Notice that there are several things unspecified in that sentence: how many samples, what distributions, was the distribution fit to real data?
These are the questions you may need to answer for yourself before we provide with specific answers. As a start go through some examples in the documentation to get an idea of of you can go about doing it:
http://www.mathworks.com/help/stats/examples/simulating-dependent-random-variables-using-copulas.html

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