dyadic                 package:mcsm                 R Documentation

_A _d_y_a_d_i_c _a_n_t_i_t_h_e_t_i_c _i_m_p_r_o_v_e_m_e_n_t _f_o_r _a _t_o_y _p_r_o_b_l_e_m

_D_e_s_c_r_i_p_t_i_o_n:

     Using dyadic replicas of a uniform sample, when evaluating the
     mean of h(x)=(cos(50*x) +sin(20*x))^2,  this function shows the
     corresponding improvement in variance. The parameter q is used to
     break the unit interval into 2^q  blocks where a transform of the
     original uniform sample is duplicated.

_U_s_a_g_e:

     dyadic(N = 10^4,q=4)

_A_r_g_u_m_e_n_t_s:

       N: final number of simulations

       q: number of dyadic levels

_V_a_l_u_e:

     Produces a plot comparing the qth and (2q)th dyadic improvements
     with the original.

_A_u_t_h_o_r(_s):

     Christian P. Robert and George Casella

_R_e_f_e_r_e_n_c_e_s:

     From Chapter 4 of *EnteR Monte Carlo Statistical Methods*

_E_x_a_m_p_l_e_s:

     dyadic(N=10^2,q=5)

