[R] Simulation help

[Peter Dalgaard]

Spencer Graves <spencer.graves at pdf.com> writes:

>       How about the following: > set.seed(5)
>  > N <- 8 # later 100000
>  > (nPois <- rpois(N, 2))
> [1] 1 3 4 1 0 3 2 3
>  > z <- rnorm(sum(nPois))

? 

I read the original request as simulating the sum of a
Poisson distributed number of Normals. So I'd suggest

 V <- replicate(100000,sum(rnorm(rpois(1,3))))

(Which is obviously a strange distribution since the sum may be empty)

Older versions of R, and Splus want

 V <- sapply(1:100000, function(i) sum(rnorm(rpois(1,3))))

>  > V <- tapply(z, rep(1:N, nPois), sum)
>  > quantile(V, c(0, .05, .25, .5, .75, .95, 1))
>         0%         5%        25%        50%        75%        95%
> 100%
> -2.7812799 -2.4600296 -1.5393631 -1.0803926  0.5800796  1.4626007
> 1.7114409
> 
>       The same code works in S-Plus 6.2 and R 1.8.1 under Windows
> 2000, though the answers different as S-Plus and R use different
> random number generators.     hope this helps.  spencer graves
> 
> jonathan_wang at sbcglobal.net wrote:
> 
> >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.
> >
> >	[[alternative HTML version deleted]]
> >
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-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907