Displaying 1 result from an estimated 1 matches for "numberofsim".
2009 Nov 27
1
generating a matrix after a for loop..
...from 30 instruments and I am fitting a mixture of normal
distributions for the asymmetric marginal distributions and then simulating
from those distributions. For this I have tried to build a function as
below
"mclustSim" <- function(x){
library(mclust)
nr=dim(x)[1]
nc=dim(x)[2]
NumberOfSim=100
for (i in 1:nc){
y<-Mclust(as.matrix(x[,i]))
z<-sim(modelName=y$modelName,parameters=y$parameters,n=NumberOfSim)
#print(c(colnames(x[i]),z[,2]),digits=3)
}
}
z is the simulated return series. How can I say: "print z next to previous
z and form a matrix"
How could I get an mat...