CLT: CLT function

Description Usage Arguments Details Value Examples

Description

The function that checks, if there is a Central Limit Theorem.

Usage

1
CLT(y)

Arguments

y

a matrix where every column is a vector of random variables with the same parametervalues.

Details

If there is a is a Central Limit Theorem (sum_{i=1}^n Y_i)√(n) would converge towards i normal distribution. If the histogram produced by this function resembles a normal distribution, it would seem, that there is a Cental Limit Theorem.

Value

Returns a histrogram with the CLT value (sum_{i=1}^n Y_i)√(n) for each column.

Examples

1
2
y<-replicate(50000, simAR1(0,1000,0.8,rnorm,1000))
CLT(y)

AUMath-AdvancedR2018/AR1 documentation built on May 24, 2019, 7:36 a.m.