RainbowStats™ · Time-series commands

SIMU_SUMMARY

Run the existing simulation-summary engine.

Syntax

SIMU_SUMMARY(cholesky,levels,nPaths,nPeriods)
SIMU_SUMMARY(cholesky,levels,nPaths,nPeriods,shockColumn,shockPeriod,shockSize)

Example or template

s=SIMU_SUMMARY(CHOL,LEVELS,1000,24)
SIMU_MEAN(s)

Details

Starting levels must be a one-row matrix. Path/period counts and optional shock selectors are rounded from evaluated numeric arguments. Delegates to SimulationEngine.simulateSummary, retaining its stochastic process, shock-index conventions and random-state policy. Shape, sample-size and shock validation remain in that engine. The summary’s result-specific extract keys were not available for verification.

No result-specific extract inventory was verified for this command; the inherited empty metadata list does not prove its result lacks extracts.

Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.