What free tool can I use to do simple Monte Carlo simulations on OS X? What free tool can I use to do simple Monte Carlo simulations on OS X?
 A: 
What is a probability that a sum of a 3 highest results from 5 throws of a die is divisible by seven?
> mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0))
[1] 0.16068
> mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0))
[1] 0.16032

Circa 16%.
A: My favourite platforms are


*

*PyMC and

*OpenBUGS
PyMC runs on OS X out of the box, OpenBUGS is originally for windows, but according to this it can be run using Wine.
A: To some extent (less strictly statistical) NetLogo.
A: You can even do Monte Carlo Simulation in Excel.  It's not a perfect tool, but you probably already have it and know how to use it.  Depending on the scope of your problem, it might be easier to use Excel than to learn something new.  If you are going to learn something new, R is a great choice.
What are you trying to simulate?
A: R would be my first vote. Another free option would be gretl. If you happen to know BUGS, JAGS makes sense and is free. And I really don't like its syntax, but if you have some knowledge of Matlab, the free alternative Octave runs on MacOS X as well.
A: Try http://tukhi.com. It is not clear whether or not they have a Mac OS X Excel version, but they have contact info on that site. It is pretty amazing. Heh, you could always run Window in a VM.
