FIG: Home

FIG is a (rare) event simulator that implements both standar Monte Carlo and RESTART simulations. RESTART simulation is a technique introduced to deal with rare event simulations. This technique is based on a compositional approach to multilevel splitting, see [Budde17]. The tool takes as inputs a model file and property queries following the IOSA model syntax.

FIG is written in pure C++ and is standalone software. The full name of the tool is Finite Improbability Generator, owing to Douglas Adam’s masterpiece. The logo of the tool is the fig of gold.

FIG is free and open software released under the terms of the General Public License (GPL v3).

The Fig source code, version 1.1, is available to download following this link.

References

[Budde17]
C.E. Budde. "Automation of Importance Splitting Techniques for Rare Event Simulation", PhD Thesis, Universidad Nacional de Córdoba, 2017.

 

 

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