| Simulate {memisc} | R Documentation |
Simulate is a function to simplify simulation studies.
It can be used to conduct Monte Carlo studies of statistical estimators,
discrete event, and agent based simulations.
Simulate(step,
conditions = NULL,
start = NULL,
cleanup = NULL,
...,
nsim = 1,
seed = NULL,
trace=0,
keep.data=TRUE,
keep.states=FALSE,
keep.seed = !is.null(seed),
restore.seed = !is.null(seed),
bucket = default_bucket
)
# signal an interrupt condition
interrupt(msg=NULL)
step |
an expression that produces simulation results for each replication; can be a function call, or a braced expression that ``returns'' a value like a function body. |
conditions |
an optional data frame or object coerceable into a data frame. Each row of this data frame defines an experimental condition. |
start |
either NULL or an expression that computes starting values
for step.
|
cleanup |
either NULL or an expression does some cleaning up after
the exectution of all steps.
|
... |
other substitutions for step,
held fixed in the
simulation experiment |
nsim |
an integer value; the number of replication in each experimental setting. If
nsim is infinite or NA, step is replicated (in each setting)
until either a user interrupt is signalled (CTRL-C is pressed) or
interrupt is called.
|
seed |
either NULL or an integer value suitable for set.seed.
Note that the random state before the call to Simulate is restored.
|
trace |
an integer value determining the amount of information
output during the simulation process. If trace equals zero
nothing is reported during the simulation run.
Otherwise, the replication number is output for each
multiple of trace.
|
keep.data |
logical value; if TRUE, return values of the expression
in step are collected into a data fame. |
keep.states |
logical value; if TRUE, a list of all variables
defined in step (after execution of cleanup if present) is returned. |
keep.seed |
logical value; if TRUE, the state of the random number generator
is saved in an attribute "seed" of the return value of Simulate.
|
restore.seed |
logical value; if TRUE, the state of the random number generator is restored after conducting the simulations. |
bucket |
a function that returns a bucket object, in which
simulation results are collected. |
msg |
a character string, the message shown if an interrupt condition is signalled. |
Simulate calls or evaluates its first argument, step,
or, if a conditions argument is given, nsim times
for each row of the conditions data frame.
Before repeatingly evaluating step, the expression start, if present,
is evaluated, which may be used to create starting values for
a simulatation of to setup up the scenery for an agent-based simulation.
After repeatingly evaluating step, the expression cleanup,
if present, is evaluated.
If restore.seed is given, the state of the random generator
is saved before conducting the simulation and restored afterwards. Therefore
step, start, or cleanup may call set.seed
without affecting the generation of random numbers after a call to
Simulate.
interrupt raises an interrupt condition, which acts like
a user interrupt.
Note that if an interrupt condition is signalled during a (replicated)
evaluation of step the results of previous replications are
still saved and Simulate jumps to the next condition of
the simulation experiment (if there is any). That is, if a simulation
is interrupted by the user because it takes too long, the results so far
produced by the simulation are not lost.
On the other hand, interrupt can be used to determine at run-time
how often step is evaluated.
A data frame that contains experimental conditions and simulation results.
Normal.example <- function(mean=0,sd=1,n=10){
x <- rnorm(n=n,mean=mean,sd=sd)
c(
Mean=mean(x),
Median=median(x),
Var=var(x)
)
}
Normal.simres <- Simulate(
Normal.example(mean,sd,n),
expand.grid(
mean=0,
sd=c(1,10),
n=c(10,100)
),
nsim=200,
trace=50)
genTable(sd(Median)~sd+n,data=Normal.simres)
expr.simres <- Simulate(
median(rnorm(n,mean,sd)),
expand.grid(
n=c(10,100),
mean=c(0,1),
sd=c(1,10)
),
nsim=200,
trace=50
)
genTable(c(mean(result),sd(result))~sd+n+mean,data=expr.simres)
## Not run:
## This takes a little bit longer
lm.example <- function(a=0,b=1,n=101,xrange=c(-1,1),serr=1){
x <- seq(from=xrange[1],to=xrange[2],length=n)
y <- a + b*x + rnorm(n,sd=serr)
lm.res <- lm(y~x)
coef <- lm.res$coef
names(coef) <- c("a","b")
coef
}
lm.simres <- Simulate(
lm.example(n=n,serr=serr),
expand.grid(
serr=c(0.1,1,10),
n=c(11,101,501)
),
nsim=200,
trace=50
)
genTable(c(sd(a),sd(b))~serr+n,data=lm.simres)
## End(Not run)