In Kitetsu3rd/Project1:

library(ggplot2)
library(dplyr)

f = function(x) 1/2/pi *(sin(x) + 1)
plotData <- mutate(data.frame(x = seq(0, 2* pi, .01)), y = f(x))
ggplot(plotData, aes(x, y)) + geom_line()

a <- 0
b <- 2* pi
C <- 1/pi
bigSample <- data.frame(x = replicate(20000, {potentialSample <- runif(1, a, b);
ifelse(runif(1, 0, C) < f(potentialSample), potentialSample, NA)}))

ggplot(bigSample, aes(x)) + geom_density() + stat_function(fun = f, color = "red")

mean(bigSample$x, na.rm = TRUE)  #estimate of E[X] from sample
mean(bigSample$x < pi, na.rm = TRUE) #Estimate of P(X < pi)

Kitetsu3rd/Project1 documentation built on May 30, 2019, 3:49 p.m.