[R] Simulation help

[Spencer Graves]

      I just noticed that my "solution" contained an error absent from 
Richard's code, below:  Any 0's in nPois (= poisNums below) are dropped, 
not summing to 0. 

      Best Wishes,
      spencer graves

Richard Pugh wrote:

>Try this ...
>
>poisNums <- rpois(100000, 3) # Calculate 100,000 poissons (mean 3)
>normNums <- sapply(poisNums, rnorm, mean=3) # Calculate N random normals
>
>	# for each simulated poisson.  Normal distribution is mean 3, sd
>1
>sumNums <- sapply(normNums, sum)
>mySeq <- seq(0.85, 1, length=50)
>plot(seq(0.85, 1, length=50)*100, quantile(sumNums, mySeq), type="l",
>main="Quantiles of simulated data", xlab="Quantiles", ylab="")
>abline(h=quantile(sumNums, c(0.95, 0.99)), col=2, lwd=2)
>
>R does this for me in about 20 seconds ...
>
>Rich.
>
>Mango Solutions
>Tel : (01628) 418134
>Mob : (07967) 808091
>
>
>-----Original Message-----
>From: r-help-bounces at stat.math.ethz.ch
>[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of
>jonathan_wang at sbcglobal.net
>Sent: 22 February 2004 17:18
>To: r-help at stat.math.ethz.ch
>Subject: [R] Simulation help
>
>I am a new R user.  As a test, I want to write a simple code that does
>the following simulation:
>
>1. Randomly generate a number from a distribution, say, Poisson.  Let's
>say that number is 3.
>2. Randomly generate 3 numbers from another distribution, say, Normal.
>3. Compute the sum of the numbers generated in step 2 and read it into a
>vector, V.
>4. Repeat steps 1 through 3 for 100,000 times.
>5. Derive quantiles (e.g., 0.95th, 0.99th) of V.
>
>Any help in getting me going would be greatly appreciated.
>
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