generate_ol_rnorm_mtx: Generate a matrix of overlapped Normal variates
In PaulMTeggin/practechniques: Functions for the Practical Actuarial Techniques online book
View source: R/overlapping_data.R
generate_ol_rnorm_mtx R Documentation
Generate a matrix of overlapped Normal variates
Description
The function operates by calculating a matrix of 'pthly' variates
(where p is the extent of the overlap, i.e. the parameter noverlap)
having 1/pth the mean and variance, and then iterating over rows and
summing the row values in overlapping sets of noverlap.
Usage
generate_ol_rnorm_mtx(nsims, nsteps, noverlap, mu = 0, sigma = 1)
Arguments
nsims
The number of simulations (rows in the matrix).
nsteps
The number of steps (columns in the matrix).
noverlap
The extent of the overlap, e.g. 12 means annual overlaps from monthly data.
1 means no overlap.
mu
The mean of the Normal distribution.
sigma
The standard deviation of the Normal distribution.
Value
A nsims by steps matrix with overlapped values.
Examples
generate_ol_rnorm_mtx(100, 10, noverlap = 12)
PaulMTeggin/practechniques documentation built on Aug. 19, 2023, 4:44 p.m.
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View source: R/overlapping_data.R
| generate_ol_rnorm_mtx | R Documentation |
Generate a matrix of overlapped Normal variates
Description
The function operates by calculating a matrix of 'pthly' variates
(where p is the extent of the overlap, i.e. the parameter noverlap)
having 1/pth the mean and variance, and then iterating over rows and
summing the row values in overlapping sets of noverlap.
Usage
generate_ol_rnorm_mtx(nsims, nsteps, noverlap, mu = 0, sigma = 1)
Arguments
nsims |
The number of simulations (rows in the matrix). |
nsteps |
The number of steps (columns in the matrix). |
noverlap |
The extent of the overlap, e.g. 12 means annual overlaps from monthly data. 1 means no overlap. |
mu |
The mean of the Normal distribution. |
sigma |
The standard deviation of the Normal distribution. |
Value
A nsims by steps matrix with overlapped values.
Examples
generate_ol_rnorm_mtx(100, 10, noverlap = 12)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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