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2005 Aug 04
1
Counterintuitive Simulation Results
...d simulations in S-Plus 6.1, with all six
different random number generators in R 1.9.1 and 2.1.1 and with MS
Excel. For modest changes in EZ[t] < 0, I get a different asymptote but
pretty much the same image.
#################################################
simCus5 <- function(mu=-0.1, Qp0=4.5, maxTime=400, nSims=20000){
Qp.mean <- rep(NA, maxTime)
Qp.t <- rep(Qp0, nSims)
for(i in 1:maxTime){
z.t <- (mu + rnorm(nSims))
Qp.t <- pmax(0, Qp.t+z.t)
Qp.mean[i] <- mean(Qp.t)
}
Qp.mean
}
set.seed(1)
plot(simCus5(Qp0=4.5))
########################...