Software

CHEBS has developed some standard software that may be of use to analysts involved in economic modelling including Excel macros for sampling from multivariate distributions and tools for conducting probabilistic sensitivity analysis.

Sampling from multivariate distributions

• Excel macros for sampling from multivariate normal and dirichlet distributions.

Probabilistic sensitivity analysis for complex economic models

• GEM-SA, a general purpose tool for building a Gaussian process emulator of a complex model
• R functions for use in conjunction with GEM-SA for performing a probabilistic sensitivity analysis

GEM-SA can be downloaded from:

The GEM Software Project's website

Estimating expected value of sample information for incomplete data models using Bayesian approximation

• R and WinBUGS code for conducting the analysis