R: A dyadic antithetic improvement for a toy problem
dyadic
R Documentation
A dyadic antithetic improvement for a toy problem
Description
Using dyadic replicas of a uniform sample, when evaluating the mean of
h(x)=(cos(50*x) +sin(20*x))^2,
this function shows the corresponding improvement in variance.
The parameter q is used to break the unit interval into 2^q
blocks where a transform of the original uniform sample is duplicated.
Usage
dyadic(N = 10^4,q=4)
Arguments
N
final number of simulations
q
number of dyadic levels
Value
Produces a plot comparing the qth and (2q)th dyadic improvements with the original.
Author(s)
Christian P. Robert and George Casella
References
From Chapter 4 of EnteR Monte Carlo Statistical Methods