simulation-study

Automate Monte Carlo simulation studies evaluating statistical estimator performance.

89|17|Updated Mar 27, 2026
One-click install
npx skills add https://github.com/statsclaw/statsclaw --skill simulation-study
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: simulation-study
Source: https://github.com/statsclaw/statsclaw/tree/main/skills/simulation-study
Command: npx skills add https://github.com/statsclaw/statsclaw --skill simulation-study

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Manually designing and running Monte Carlo simulation studies to evaluate statistical estimator performance is time-consuming, error-prone, and difficult to reproduce. This Skill automates the entire end-to-end workflow, from simulation specification to result validation, ensuring rigorous and reproducible evaluation of finite-sample estimator properties.

Core Features & Use Cases

  • Automated Simulation Design: Generates complete sim-spec.md files with data generating process (DGP) definitions, scenario grids, performance metrics, and acceptance criteria tailored to your target estimator.
  • Isolated Multi-Pipeline Execution: Coordinates separate code, simulation, and test pipelines to maintain strict isolation between implementation, simulation harness, and validation logic, eliminating bias in simulation results.
  • Use Case: For example, if you develop a new robust regression estimator, use this Skill to automatically test its bias, 95% confidence interval coverage, and RMSE across sample sizes from 100 to 5000, with normal and heavy-tailed error distributions.

Quick Start

Use the simulation-study skill to run a Monte Carlo evaluation of the new Huber regression estimator's finite-sample properties.

Frequently Asked Questions about simulation-study

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I automate Monte Carlo simulation studies to evaluate statistical estimators?

Automate Monte Carlo simulation studies by defining data generating processes and scenario grids to test estimator consistency, bias, coverage, RMSE, and power. This ensures reproducible seeded simulations and isolated multi-pipeline execution without manual errors.

What is the best way to validate finite-sample properties of a custom regression estimator?

Validate finite-sample properties by running automated Monte Carlo simulations across custom data generating processes and multi-dimensional scenario grids. This applies predefined acceptance criteria to generate pass/fail assessments for estimator bias, coverage, and RMSE.

How do I set up reproducible seeded simulations for statistical package development?

Set up reproducible seeded simulations by generating complete simulation specification files that coordinate isolated code, simulation, and test pipelines. This maintains strict isolation to eliminate bias and ensures consistent validation of estimator performance.

Can I define custom acceptance criteria for automated simulation validation results?

You can define custom acceptance criteria within the simulation specification to automate pass/fail assessments of simulation results. This allows targeted validation of estimator performance metrics like RMSE and confidence interval coverage.

Does this Monte Carlo validation approach work with multi-dimensional scenario grids?

Monte Carlo validation supports multi-dimensional scenario grids to test statistical estimators across varying sample sizes and error distributions. This enables comprehensive evaluation of finite-sample properties under diverse data generating processes.

Why use isolated multi-pipeline execution for statistical simulation harnesses?

Isolated multi-pipeline execution separates implementation, simulation harness, and validation logic to eliminate bias in simulation results. This strict separation ensures accurate finite-sample performance evaluation for statistical package development workflows.