GNU MCSim is a suite of simulation software. It allows one to design one's own statistical or simulation models,
perform Monte Carlo

Monte Carlo method

Monte Carlo methods are a class of computational algorithms that rely on repeated random sampling to compute their results. Monte Carlo methods are often used in computer simulations of physical and mathematical systems...

  simulations, and Bayesian inference

Bayesian inference

In statistics, Bayesian inference is a method of statistical inference. It is often used in science and engineering to determine model parameters, make predictions about unknown variables, and to perform model selection...

 through Markov chain

Markov chain

A Markov chain, named after Andrey Markov, is a mathematical system that undergoes transitions from one state to another, between a finite or countable number of possible states. It is a random process characterized as memoryless: the next state depends only on the current state and not on the...

 models.
GNU MCSim is a simulation and statistical inference tool for algebraic or differential equation

Differential equation

A differential equation is a mathematical equation for an unknown function of one or several variables that relates the values of the function itself and its derivatives of various orders...

 systems, optimized for performing Monte Carlo analysis. The software is intended to enable the user to perform easy to maintain environment.