monte.carlo.simulations
Generate simulations
Description
Usage
monte.carlo.simulations(model, simulation.args=NULL,
replications=100, seed=NULL, Spawn=T, quiet=F)
Required Arguments
Optional Arguments
- simulation.args,
- A list of arguments in addition to model which are passed to simulate. (eg. sampleT=The size of each sample)
- replications
- The number of simulations.
- seed
- The starting .Random.seed.
- Spawn
- If T For loops are used.
Value
Details
This function runs many simulations using simulate.
Often it not be necessary to do this since the seed can be used to
reproduce the sample and many functions for testing estimation methods, etc.,
will produce samples as they proceed. This function is useful for verification
and for looking at the stochastic properties of a model.
If model is an object of class 'estimation.evaluation' or 'simulation'
then the model and the seed!!! are extracted so the same sample will be generated. There is a plot method (time series plots of the simulations) and a
distribution method for the result. The later plots kernel estimates of the
distribution of the simulations at specified periods.
See Also
Examples
z <- monte.carlo.simulations(model, sampleT=100)
plot(z)
distribution(z)
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