simulate-stochastic-process
Simulate stochastic processes (Markov chains, random walks, SDEs, MCMC) with convergence diagnostics, variance reduction, and visualization. Use when generating sample paths for estimation, prediction, or visualization; when analytical solutions are intractable; running Monte Carlo estimation needing convergence guarantees; validating analytical results against empirical simulation; or sampling from complex posteriors via MCMC.
Installation and usage
Simulate stochastic processes (Markov chains, random walks, SDEs, MCMC) with convergence diagnostics, variance reduction, and visualization. Use when generating sample paths for estimation, prediction, or visualization; when analytical solutions are intractable; running Monte Carlo estimation needing convergence guarantees; validating analytical results against empirical simulation; or sampling from complex posteriors via MCMC.
Depois de instalar, você pode usar esta skill executando o seguinte comando no terminal:
skills use simulate-stochastic-process