[R] R & Matlab for Particle Tracking

Lorenzo Isella lorenzo.isella at gmail.com
Wed Sep 13 10:38:01 CEST 2006

Dear All,
A question a bit outside statistics.
In my group, a lot of people use Matlab for simple simulations of
stochastic processes describing  convection/diffusion problems (as
long as the numerics does not get too expensive and one has to resort
to C or Fortran).
Leaving aside the theory, it all boils down to some kind of Monte
Carlo technique, picking random draws from a certain distribution at a
specified time step, tracking many particles and taking averages.
I cannot see why R is not suitable to do this (unless performance
becomes a problem).
Has anyone on the list already gained some experience in this kind of
simulations using R?
Is there an online collection of example codes?
It goes without saying that I am not going to start any flame war with
Matlab users, only I cannot see any specific reason why R could not be
deployed for this sort of tasks.
Kind Regards


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