simulation-study

Design, run, and review reproducible Monte Carlo simulation studies in R.

Updated Sep 11, 2026
One-click install
npx skills add https://github.com/cameronbracken/waterology-research --skill simulation-study-cameronbracken
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: simulation-study
Source: https://github.com/cameronbracken/waterology-research/tree/main/skills/simulation-study
Command: npx skills add https://github.com/cameronbracken/waterology-research --skill simulation-study-cameronbracken

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes references (resource) components.

What problem does it solve? Monte Carlo studies often fail on reproducibility: hidden failed replications, non-reproducible random seeds, missing Monte Carlo standard errors, and unsupported claims about estimator performance. This Skill enforces a rigorous workflow for designing, executing, and reviewing simulation studies so results about bias, coverage, size, and power are statistically defensible. ## Core Features & Use Cases - Structured study design: Records the research question, estimand, truth formula, DGP parameters, estimator grid, replication count, and seed before any code runs. - Reproducible execution: Integrates with the waterology CLI and TORC to register, run, watch, and reproduce simulation workflows with declared inputs and outputs. - Statistical rigor: Enforces L'Ecuyer-CMRG RNG streams, per-replication raw rows, failure tracking, and MCSE reporting alongside bias, coverage, and rejection rates. - Use Case: Compare two estimators for a regression coefficient across sample sizes: define the DGP and truth, run 1,900 replications per scenario, then report bias and 95% coverage with MCSEs to determine whether differences exceed noise. ## Quick Start Ask the assistant to design and run a Monte Carlo simulation study in R comparing your estimators under a specified data generating process.

Frequently Asked Questions about simulation-study

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

FAQPage Schema
How do I design a Monte Carlo simulation study in R?▼

Define the research question, target estimand, truth formula, DGP parameters, estimator grid, and replication count before coding. Implement one parameterized generate_data() function returning data and truth, and give every estimator a common return contract with estimate, standard error, interval bounds, and convergence status.

How many replications do I need for a simulation study?▼

Choose replications from the precision your claims require. Near 95% coverage, MCSE equals sqrt(0.95 * 0.05 / R), so roughly 1,900 successful replications yield an MCSE near 0.005. Report MCSE beside every bias, coverage, and rejection rate.

How do I make parallel R simulations reproducible?▼

Set RNGkind("L'Ecuyer-CMRG") with one master seed and assign a reproducible stream to each replication rather than each worker. Qualify the parallel harness by running a small fixed set at two worker counts and requiring identical results.

Should I remove failed replications with na.rm in simulation results?▼

No. Failed and non-converged replications must be counted and reported with an explicit handling rule, never hidden with na.rm = TRUE. Each raw row should carry replication, scenario, estimator, truth, and failure status.

When can I conclude one estimator is better than another?▼

Only when the performance difference exceeds about two Monte Carlo standard errors. If the difference is smaller than roughly twice its MCSE, describe it as unresolved at the current replication budget rather than declaring a winner.