dyadic: A dyadic antithetic improvement for a toy problem

In mcsm: Functions for Monte Carlo Methods with R

Description

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.

Usage

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

Arguments

N	final number of simulations
q	number of dyadic levels

Value

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

Author(s)

Christian P. Robert and George Casella

References

From Chapter 4 of EnteR Monte Carlo Statistical Methods

Examples

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

mcsm documentation built on May 2, 2019, 10:16 a.m.