Last data update: 2014.03.03

R: Generation of sample paths
generateR Documentation

Generation of sample paths

Description

This function generates the sample paths of a sequence of random variables.

Usage

generate(randomgen,nmax=1000,M=500,argsgen=NULL)

Arguments

nmax

number of points in each sample path.

M

number of sample paths to be generated.

randomgen

a function that generates the Xn-X values.

argsgen

a list of arguments to randomgen.

Value

data

matrix containing in each row a sample path of Xn-X values.

Author(s)

P. Lafaye de Micheaux and B. Liquet

References

Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician , submitted.

See Also

check.convergence, criterion, investigate, law.plot2d, law.plot3d, p.as.plot, visualize.crit, visualize.sp

Examples

myrbinom<-function(n,alpha){rbinom(n,1,1/(1:n))*((1:n)**alpha)}
data <- generate(randomgen=myrbinom,argsgen=list(alpha=0.5))$data

Results


R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
Copyright (C) 2016 The R Foundation for Statistical Computing
Platform: x86_64-pc-linux-gnu (64-bit)

R is free software and comes with ABSOLUTELY NO WARRANTY.
You are welcome to redistribute it under certain conditions.
Type 'license()' or 'licence()' for distribution details.

R is a collaborative project with many contributors.
Type 'contributors()' for more information and
'citation()' on how to cite R or R packages in publications.

Type 'demo()' for some demos, 'help()' for on-line help, or
'help.start()' for an HTML browser interface to help.
Type 'q()' to quit R.

> library(ConvergenceConcepts)
Error in library(ConvergenceConcepts) : 
  there is no package called 'ConvergenceConcepts'
Execution halted