R help - Jan 2013 - Using loop for a random vector (Montecarlo method)

Hi,

I would like to replicate a sort of Montecarlo experiment:

I have to generate a random variable N(0,1) with 100 observations but I have
to contaminate this values at certain point in order to obtain different
vectors with different samples:

tab<-function(N,n,E,L){
for(i in 1:100){
X1<-rnorm(N*(1-a),0,1)
X2<-rnorm(N*(a),E,L)
X_tab<-sample(c(X1,X2),n,replace=T)
}
return(X_tab)}

N=100 ,n=5, a= 0.1, E=5 , L=0.01

I have to replicate it for different values of this parameters, but i
wouldn't rewrite each times values, i would like a loop...
for n=5
N=100 
a=c(0.1,0.2,0.3)
E=5
L=0.01

and repeat 
for n=5
N=100 
a=c(0.1,0.2,0.3)
E=5
L=0.025

for n=5
N=100 
a=c(0.1,0.2,0.3)
E=5
L=1

I have to do this for n=5,10,20
and for E=5,10

how to do??
Thanks
M.

 



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On 28.01.2013 12:06, mary wrote:
> Hi,
> 
> I would like to replicate a sort of Montecarlo experiment:
> 
> I have to generate a random variable N(0,1) with 100 observations but I
have
> to contaminate this values at certain point in order to obtain different
> vectors with different samples:
Hi,

tab<-function(N,n,E,L,a){
	for(i in 1:100){
		X1<-rnorm(N*(1-a),0,1)
		X2<-rnorm(N*(a),E,L)
		X_tab<-sample(c(X1,X2),n,replace=T)
	}
	return(X_tab)
}

l <- list(n = c(5,10,20), a=c(0.1,0.2,0.3), E=c(5,10),L=c(.01, .025, 1))

# translate permutation number in indices for rotating numbers, like in
# a code lock for a bike
# 			    n a E L
# i.e. Permutation 	#0: 0,0,0,0
#			#1: 0,0,0,1
#			#2: 0,0,0,2
#			#3: 0,0,1,0
#			#4: 0,0,1,1
# Note these indices start at 0 for the sake of easier calculation.
# you have to add +1 manually,
# then you get i.e. for permutation #4: n[1], a[1], E[2], L[2]
# n is the permutation number, li is a 'list' with your parameters (l)
permPar <- function(n,li)
{
	lengths<-sapply(li,length)	

	len.l <- length(lengths)
	len.l
	
	ind <- rep(0,len.l)
	names(ind) <- names(li)
	for(i in seq(len.l,1,-1)){
		ind[i] <- n %% lengths[i]
		n <-  n %/% lengths[i]
		if(n==0) break
	}
	if(n>0) stop("Index too big")
	return(ind)
}
# Number of possible permutations:
tl <- 1
for (i in 1:length(l)){
	tl <- tl*length(l[[i]])
}

# for each possible permutation:
# execute permPar(<counting index>,li=l)
# and swap columns and rows of the resulting matrix
t(
  sapply(1:tl-1, permPar, li=l)
)

this table od parameter indices can be used for acessing the parameters
in the list l

Good Luck,
Moritz

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