Re: [R] Monte carlo Simulation

2019-07-29 Thread Jim Lemon
Hi Tolulope, Get the Monte Carlo package: https://cran.r-project.org/web/packages/MonteCarlo/vignettes/MonteCarlo-Vignette.html and look at an online tutorial: https://www.youtube.com/watch?v=T_igE6bb6hU Jim On Mon, Jul 29, 2019 at 5:29 PM Tolulope Adeagbo wrote: > > Hello Everyone, > > Pleas

Re: [R] Monte carlo Simulation

2019-07-29 Thread Rui Barradas
Hello, Inline. Às 08:28 de 29/07/19, Tolulope Adeagbo escreveu: Hello Everyone, Please can anyone educate me on monte carlo simulation in R. Actually, no, we cannot. R-Help is for R code issues, not to teach statistics. I must have a *specific* R code problem to ask. I suggest you first l

[R] Monte carlo Simulation

2019-07-29 Thread Tolulope Adeagbo
Hello Everyone, Please can anyone educate me on monte carlo simulation in R. Thank you [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEAS

Re: [R] Monte Carlo simulation for ratio and its CI

2019-03-26 Thread David L Carlson
al Message- From: R-help On Behalf Of Jeff Newmiller Sent: Tuesday, March 26, 2019 9:27 AM To: r-help@r-project.org; Marna Wagley ; Bert Gunter Cc: r-help mailing list Subject: Re: [R] Monte Carlo simulation for ratio and its CI Do you really not know how to use a for loop? The tutorial re

Re: [R] Monte Carlo simulation for ratio and its CI

2019-03-26 Thread Jeff Newmiller
Do you really not know how to use a for loop? The tutorial recommendation seems apropos... On March 26, 2019 5:57:17 AM PDT, Marna Wagley wrote: >Dear Bert, >Thank you very much for the response. >I did it manually but I could not put them in a loop so that I created >the >table manually with se

Re: [R] Monte Carlo simulation for ratio and its CI

2019-03-26 Thread Marna Wagley
Dear Bert, Thank you very much for the response. I did it manually but I could not put them in a loop so that I created the table manually with selecting the rows randomly several times. Here what I have done so far, please find it. I want to create the table 100 times and calculate its mean and CI

Re: [R] Monte Carlo simulation for ratio and its CI

2019-03-25 Thread Bert Gunter
> ratio1 <- with(dat, sum(v1,na.rm = TRUE)/sum(v3,na.rm=TRUE)) > ratio1 [1] 1.2 It looks like you should spend some more time with an R tutorial or two. This is basic stuff (if I understand what you wanted correctly). Also, this is not how a "confidence interval" should be calculated, but that is

[R] Monte Carlo simulation for ratio and its CI

2019-03-25 Thread Marna Wagley
Hi R User, I was trying to calculate ratios with confidence interval using Monte Carlo simulation but I could not figure it out. Here is the example of my data (see below), I want to calculate ratios (dat$v1/dat$v3 & dat$v2/dat$v3) and its confidence intervals using a 100 randomly selected data set

[R] Monte Carlo Simulation Convergence test

2015-10-26 Thread Amelia Marsh
Dear Forum, I have series of say 100 (say equity) instrument prices. From these prices, for each of these 100 instruments, I generate returns using ln(current price / previous price). Assuming originally I had 251 prices available for each of these 100 instruments over last one year period,

Re: [R] monte carlo simulation on R

2012-12-04 Thread Suzen, Mehmet
There is a book on MC with R: Introducing Monte Carlo Methods with R by Robert/Casella: http://www.springer.com/statistics/computational+statistics/book/978-1-4419-1575-7 On 4 December 2012 19:38, R. Michael Weylandt wrote: > replicate(1000, sum(rnorm(50)^2-rchisq(50, 3))) > > Or you know, many

Re: [R] monte carlo simulation on R

2012-12-04 Thread Suzen, Mehmet
There is a book on MC with R: Introducing Monte Carlo Methods with R by Robert/Casella: http://www.springer.com/statistics/computational+statistics/book/978-1-4419-1575-7 On 4 December 2012 19:21, Adel ESSAFI wrote: > Hello, > > How can I make a monte carlo simulation on R? > > Regards > Adel >

Re: [R] monte carlo simulation on R

2012-12-04 Thread R. Michael Weylandt
replicate(1000, sum(rnorm(50)^2-rchisq(50, 3))) Or you know, many other things... Michael On Tuesday, December 4, 2012, Adel ESSAFI wrote: > Hello, > > How can I make a monte carlo simulation on R? > > Regards > Adel > > > -- > PhD candidate in Computer Science > Address > 3 avenue lamine, cité

[R] monte carlo simulation on R

2012-12-04 Thread Adel ESSAFI
Hello, How can I make a monte carlo simulation on R? Regards Adel -- PhD candidate in Computer Science Address 3 avenue lamine, cité ezzahra, Sousse 4000 Tunisia tel: +216 97 246 706 (+33640302046 jusqu'au 15/6) fax: +216 71 391 166 [[alternative HTML version deleted]] __

Re: [R] Monte Carlo Simulation

2011-04-15 Thread MacQueen, Don
ast Ave., L-627 Livermore, CA 94550 925-423-1062 -Original Message- From: Shane Phillips Date: Fri, 15 Apr 2011 11:49:48 -0700 To: "r-help@r-project.org" Subject: [R] Monte Carlo Simulation >Hello, R friends... > >I am very new to R, and I need some help. I am tr

Re: [R] Monte Carlo Simulation

2011-04-15 Thread MacQueen, Don
See below: -- Don MacQueen Lawrence Livermore National Laboratory 7000 East Ave., L-627 Livermore, CA 94550 925-423-1062 -Original Message- From: Jeremy Miles Date: Fri, 15 Apr 2011 14:17:13 -0700 To: Shane Phillips Cc: "r-help@r-project.org" Subject: Re: [R] M

Re: [R] Monte Carlo Simulation

2011-04-15 Thread Shane Phillips
to all who have helped so far! You are all so smart! S From: Charles Annis, P.E. [charles.an...@statisticalengineering.com] Sent: Friday, April 15, 2011 3:00 PM To: Shane Phillips; r-help@r-project.org Subject: RE: [R] Monte Carlo Simulation What have you tr

Re: [R] Monte Carlo Simulation

2011-04-15 Thread Jeremy Miles
On 15 April 2011 12:03, Shane Phillips wrote: > Here's a script of what I have so far.  I have a few problems.  First, the > correlations.  Next, recoding that categorical variable into dichotomous > variables.  Finally, the iterative filename thing. > Where? Perhaps give the list one questio

Re: [R] Monte Carlo Simulation

2011-04-15 Thread Ista Zahn
Hi Shane, See ?rbinom, ?rnorm, ?mvrnorm (in the MASS package), ?sample, ?for and ?write.table Best, Ista On Fri, Apr 15, 2011 at 2:49 PM, Shane Phillips wrote: > Hello, R friends... > > I am very new to R, and I need some help.  I am trying to construct a > simulation for my dissertation. > > I

Re: [R] Monte Carlo Simulation

2011-04-15 Thread Shane Phillips
es.an...@statisticalengineering.com] Sent: Friday, April 15, 2011 3:01 PM To: Shane Phillips; r-help@r-project.org Subject: RE: [R] Monte Carlo Simulation What have you tried so far? It is often helpful to begin with a much simpler problem, then add complexity incrementally until you've constructed t

Re: [R] Monte Carlo Simulation

2011-04-15 Thread Charles Annis, P.E.
g.com -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On Behalf Of Shane Phillips Sent: Friday, April 15, 2011 2:50 PM To: r-help@r-project.org Subject: [R] Monte Carlo Simulation Hello, R friends... I am very new to R, and I need some help. I am t

[R] Monte Carlo Simulation

2011-04-15 Thread Shane Phillips
Hello, R friends... I am very new to R, and I need some help. I am trying to construct a simulation for my dissertation. I need to create 1000 datasets of 1000 subjects with the following variables... Treatment variable - Drawn from a binomial distribution (1 run, prob=.13) Covariate 1 - Drawn

Re: [R] Monte Carlo simulation in R

2010-03-24 Thread Ted Harding
On 24-Mar-10 01:05:56, Hongwei Dong wrote: > Hi, R-helpers, > > I'm trying to use R to do a Monte Carlo simulation and need > the help. What I have is a matrix that consists of the probabilities > for the persons to choose zones. For example, in the matrix shown > below, each column represents a p

Re: [R] Monte Carlo simulation in R

2010-03-23 Thread David Winsemius
On Mar 23, 2010, at 9:05 PM, Hongwei Dong wrote: Hi, R-helpers, I'm trying to use R to do a Monte Carlo simulation and need the help. What I have is a matrix that consists of the probabilities for the persons to choose zones. For example, in the matrix shown below, each column represents

[R] Monte Carlo simulation in R

2010-03-23 Thread Hongwei Dong
Hi, R-helpers, I'm trying to use R to do a Monte Carlo simulation and need the help. What I have is a matrix that consists of the probabilities for the persons to choose zones. For example, in the matrix shown below, each column represents a person, and each row represents a zone. So, the probabil

Re: [R] Monte Carlo Simulation in R...

2009-11-10 Thread Duncan Murdoch
On 11/10/2009 1:25 PM, Hongwei Dong wrote: Hi, Dear R users, I'm wondering if I can do Monte Carlo Simulation in R. My problem is like this: I know variable X follows Gamma distribution with shape parameter 0.067 and scale parameter 0.008. The sum of the X is 2000. I need R help me to simulate a

[R] Monte Carlo Simulation in R...

2009-11-10 Thread Hongwei Dong
Hi, Dear R users, I'm wondering if I can do Monte Carlo Simulation in R. My problem is like this: I know variable X follows Gamma distribution with shape parameter 0.067 and scale parameter 0.008. The sum of the X is 2000. I need R help me to simulate a vector of X that satisfies both the probabil

[R] Monte carlo simulation in fGARCH

2009-03-03 Thread Brajkovic J.
I use fGarch package to estimate AR(1)-ARCH(1) process for a vector of returns. Then, using the estimated parameters I want to simulate 10 000 sample paths where each path has the same length as the vector of returns. So the first line of the code is: spec=garchSpec(model=list(ar= 0.440270860,