Monday, December 24, 2012

R RANDOM NUMBER SIMULATION

R RANDOM NUMBER SIMULATION



REVISED: Saturday, March 2, 2013




R "Random Number Simulation".

I.  GENERATING RANDOM NUMBERS

Probability distribution functions have four functions associated with them. The functions are prefixed with a:

A. d DENSITY


  1. dbeta( )

  2. dbinom( )

  3. dcauchy( )

  4. dchisq( )

  5. dexp( )

  6. df( )

  7. dgamma( )

  8. dgeom( )

  9. dhyper( )

10. dlogis( )

11. dlnorm( )

12. dnbinom( )

13. dnorm( )

dnorm(x, mean = 0, sd = 1, log = FALSE)

The dnorm( ) function evaluates the Normal probability density with a given mean or standard deviation at a point or vector of points.

14. dpois( )

15. dt( )

16. dunif( )

17. dweibull( )

B. p for cumulative distribution.


pnorm(p, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

The pnorm( ) function evaluates the cumulative distribution function for a Normal distribution.

C. q for quantile function. 

qnorm(n, mean = 0, sd = 1)

A quantile is each of any set of values of a variate which divide a frequency distribution into equal groups, each containing the same fraction of the total population.

D. r for random number generation and distributions.

  1. rbeta( )

  2. rbinon( )

  3. rcauchy( )

  4. rchisq( )

  5. rexp( )

  6. rf( )

  7. rgamma( )

  8. rgeom( )

  9. rhyper( )

10. rlogis( )

11. rlnorm( )

12. rnbinom( )

13. rnorm( )

rnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)

The rnorm( ) function generates random Normal variants with a given mean and standard deviation (The standard deviation is the square root of the variance.) rnorm( ) generates numbers that mimic a random normal distribution. rnorm( ) has three arguments.  The first argument is how many numbers you want generated.  The second argument is the mean of the generated numbers. And, the third argument is the standard deviation of the generated numbers.

14. rpois( )

The rpois( ) function generates random Poisson variants with a given rate.

15. rt( )

16. runif( )

The runif( ) uniform function.

17. rweibull( )

II. User Defined Random Numbers

myFunction <- function(n) {              # Input will be n.
  for(i in 1:n) {
    randomNumber <- runif(1, 0, 1)    # For 1 number between 0 and 1.
    print(randomNumber)
  }
}

> myFunction(10)                              # 10 is input value for n.
[1] 0.7833938
[1] 0.1486565
[1] 0.6070959
[1] 0.3871606
[1] 0.8954091
[1] 0.1125646
[1] 0.5442749
[1] 0.7796356
[1] 0.8579459
[1] 0.9691205
>

III. RANDOM SAMPLING

The sample( ) function selects randomly from a set of scalar objects allowing you to sample from arbitrary distributions.

The set.seed( ) function sets the seed when conducting a simulation. This allows you to reproduce a random number selection.


The following are examples of R random sampling:

>set.seed(1)
>sample(1:10, 4) # Sampling without replacement.
[1] 3 4 5 7

>sample(1:10, 4) # Sampling without replacement.
[1] 3 9 8 5


>sample(letters, 5) # Sampling without replacement.
[1] "q" "b" "e" "x" "p"
 


>sample(1:10) # Permutation.
[1] 4 7 10 6 9 2 8 3 1 5


>sample(1:10) # Permutation.
[1] 2 3 4 1 9 5 10 8 6 7


>sample(1:10, replace = TRUE) # Sampling with replacement.
[1] 2 9 7 8 2 8 5 9 7 8


Enjoy R "Random Number Simulation".

Elcric Otto Circle







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