genUVLambda: Generation of three-dimensional random deviates.

Description Usage Arguments Details Value See Also Examples

Description

Generate three-dimensional random deviates for a Monte Carlo computation of the integral

\int_{0}^{∞}dλ f_{λ}(λ)\int_{0}^{∞}dv f_{v}(v) \int_{0}^{∞} f_{u}(u)\ Φ(u\cdot v, (1 - u) \cdot v; λ, N^{\textrm{MNO}}, N^{\textrm{Reg}})\mathbb{P}(N^{\textrm{MNO, rep}}\big| u,v,λ).

The Monte Carlo technique makes use of stratified importance sampling.

Usage

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genUVLambda(nSim, nStrata, fu, fv, flambda, nMNO)

Arguments

nSim

number of three-dimensional points to generate

nStrata

integer vector of length 3 with the number of strata in each dimension

fu

named list with the prior marginal distributions of the parameter u

fv

named list with the prior marginal distributions of the parameter v

flambda

named list with the prior marginal distributions of the parameter λ

nMNO

non-negative integer vector with the number of individuals according to the MNO

Details

Notice that nSim points are generated for each of the length(nMNO) cells so that the final data.table has nSim\timeslength(nMNO) rows.

The prior distributions are specified as named lists where the first component of each list must be the name of distribution ('unif', 'triang', 'gamma') and the rest of components must be named according to the name of the parameters of the random generator of the corresponding distribution according to:

Value

genUVLambda returns a data.table with the (u,v, λ) coordinates of each point together with additional variables:

See Also

genUV

Examples

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# This data.table must have 10x5x3= 150 rows and only one stratum
genUVLambda(nSim = 1000, nStrata = c(1, 2, 5),
      fu = list('unif', xMin = 0.3, xMax = 0.5), 
      fv = list('gamma', shape = 11, scale = 97 / 10),
      flambda = list('gamma', shape = 2, scale = 97 / 1),
      nMNO = c(20, 17, 25))
      

MobilePhoneESSnetBigData/pestim documentation built on May 31, 2019, 2:44 p.m.