similar to: slow loops in Monte Carlo Simulations

Hi - I am doing some monte carlo simulations comparing bayesian (using Plummer's jags) and maximum likelihood (using lmer from package lme4 by Bates et al). I would like to know if there is a way I can flag nonconvergence and exceptions. Currently the simulations just stop and the output reads things like: Error in optim(.Call("lmer_coef", x, 2, PACKAGE = "Matrix"), fn,

Dear R helpers Suppose I have a portfolio of securities with exposure to Equity, Bonds and Forex (say $ 1000000 each). Is there any fucntion in R that will help me calculate Value at Risk (VaR) using Monte carlo Simulation , Historic simulation and Variance - Covariance Simulation. With regards Maithili

Hi all, I'm trying to estimate a nested model (purchase decision, cloglog formula, & quantity bought given a purchase, truncated Poisson). Some of the parameters are mixed (6) and 4 are fixed for all the respondent. The simulated ML (500 simulations) method forwards highly correlated estimates. After some research, Hybrid Monte Carlo seems to be a good alternative to estimate the model. I

Hello all, I would like to know what the difference is between chisq.test and fisher.test when using the Monte Carlo method with simulate.p.value=TRUE? Thank you -- View this message in context: http://r.789695.n4.nabble.com/Difference-in-Monte-Carlo-calculation-between-chisq-test-and-fisher-test-tp2322494p2322494.html Sent from the R help mailing list archive at Nabble.com.

Hello, How can I make a monte carlo simulation on R? Regards Adel -- PhD candidate in Computer Science Address 3 avenue lamine, cité ezzahra, Sousse 4000 Tunisia tel: +216 97 246 706 (+33640302046 jusqu'au 15/6) fax: +216 71 391 166 [[alternative HTML version deleted]]

Hi, We have recently published a paper on floating point accuracy analysis through Monte Carlo Arithmetic. We also released the open-source tool Verificarlo (https://github.com/verificarlo/verificarlo) that relies on LLVM for instrumenting floating point operations. Could you please add our paper to http://llvm.org/pubs/ ? Verificarlo: checking floating point accuracy through Monte Carlo

Hi All, I am using canonical correspondence analysis to compare a community composition matrix to a matrix of sample spatial relationships and environmental variables. In order to parse out how much variance is explained purely by space (S/E) or the environment (E/S) I am using a conditional (partial) CCA. I want to test significance via Monte Carlo but I can not find a way to do this with a

Dear Listers; Does anybody has experience in doing simulation via Qusi-Monte carlo in R or S-plus, if so, could you like to send a small copy of your program to me, I appreciate and thanks in advance!! Frankly speaking, I am struggling to write this kind of program, while I could not figure out, painful!!!!! Best regards, Tony --------------------------------- [[alternative HTML

Hello, I am doing simulations, and I generate a list at each iteration (with three component matrices in the example below), saving the results in a list. For example, after two iterations, I have something like > str(sim.theta) List of 2 $ :List of 3 ..$ : num [1:6, 1:4] -3.67 -1.07 -2.99 -18.38 -3.26 ... ..$ : num [1:6, 1:6] -7.56 -3.14 -4.99 1.03 2.79 ... ..$ : num [1:6, 1:4]

> Dear R experts, >I am sorry for my inability. >I have the following dataset: > Qtot Itot >1 73 684 >2 64 451 >3 71 378 >4 65 284 >5 47 179 >6 31 117 >7 19 69 > >Now I need to perform Monte Carlo Pertutation test underlaying the following condition. > > >Condition > >In order to choose randomly (5000 times) for the Qtot

Hi, R-helpers, I'm trying to use R to do a Monte Carlo simulation and need the help. What I have is a matrix that consists of the probabilities for the persons to choose zones. For example, in the matrix shown below, each column represents a person, and each row represents a zone. So, the probability that the first person will choose the 2nd zone is 30%. 25% 30% 10% 30% 20% 0% 20% 50% 60%

Hi, please use the following the matrix z as the example: x<-c(2,4,5,7,6,9,8,2,0) y<-matrix(x,3,3) z<-apply(y,2,function(x)x/sum(x)) z On Tue, Mar 23, 2010 at 6:59 PM, David Winsemius <dwinsemius@comcast.net>wrote: > > On Mar 23, 2010, at 9:05 PM, Hongwei Dong wrote: > > Hi, R-helpers, >> >> I'm trying to use R to do a Monte Carlo simulation and

Hello everyone I hope Im not bothering you all again. I have just begun to use R and so Im not yet familiarized with it.. I ve got an assignment which consists in calculating the area of a circle given a certain radius and center using the monte carlo method, which means that I have to plot a circle given its parameters. Limit the area inside it...with as many sample points as possible...and

Hello, I am currently doing my project and I need some help. I am trying to schedule tutors for a study room where students come in and out for helps. My goal is to schedule the tutors to maximally accomodate to the flow of students that need help with math so that each tutor is given an appropriate(also consecutive) hours of schedule. I am using monte carlo simulation for this, however I have

Hello Dear, I am trying to generate samples by using Monte Carlo simulation. For example, 1000 samples, Exponential distribution (f(x), lambda=0.0005, 0<=x<=360) Is there any package for Monte Carlo or just use random sample generation function? Many thank you for your help in advance, Jin -- View this message in context:

Hi all, I am trying to implement a Monte-Carlo simulation for each cell in a spatial matrix (using mcd2 package) . I have figured out how to conduct the simulation using data from a single location (where I manually input distribution parameters into the R code), but am having trouble (a) adjusting the code to pull input variables from my various data sets and then (b) applying the entire

Hi, Dear R users, I'm wondering if I can do Monte Carlo Simulation in R. My problem is like this: I know variable X follows Gamma distribution with shape parameter 0.067 and scale parameter 0.008. The sum of the X is 2000. I need R help me to simulate a vector of X that satisfies both the probability distribution and the sum. Anyone has a clue to this? Much appreciated. Regards Garry

Dear all, I have a question about the chisq.test command. As an option one can chose the computation of p-values by Monte-Carlo simulation (simulate.p.value=T). Is there any documentation available how this calculations are done and how this simulation based test behaves in small samples? Thanks Klaus Abberger University of Konstanz, Germany [[alternate HTML version deleted]]

Dear Sir, Please tell me how to perform monte-carlo white noise test using R. Thanking you with regards S.Sijikumar -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To:

Hello, I am trying to simulate binary outcome data for a logistic regression Monte Carlo study. I need to eventually be able to manipulate the structure of the error term to give groups of observations a random effect. Right now I am just doing a very basic set up to make sure I can recover the parameters properly. I am running into trouble with the code below. It works if you take out the object