Generation of sample paths

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Description

This function generates the sample paths of a sequence of random variables.

Usage

1
generate(randomgen,nmax=1000,M=500,argsgen=NULL)

Arguments

nmax

number of points in each sample path.

M

number of sample paths to be generated.

randomgen

a function that generates the Xn-X values.

argsgen

a list of arguments to randomgen.

Value

data

matrix containing in each row a sample path of Xn-X values.

Author(s)

P. Lafaye de Micheaux and B. Liquet

References

Lafaye de Micheaux, P. (plafaye@club.fr), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician , submitted.

See Also

check.convergence, criterion, investigate, law.plot2d, law.plot3d, p.as.plot, visualize.crit, visualize.sp

Examples

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myrbinom<-function(n,alpha){rbinom(n,1,1/(1:n))*((1:n)**alpha)}
data <- generate(randomgen=myrbinom,argsgen=list(alpha=0.5))$data