simulate_batch: Run a batch of simulations

In floatofmath/casino: Utility functions for monte carlo simulation and optimization

Description

To use mclapply2 from bt88.03.704 you have to install this library (e.g. devtools::install_github('floatofmath/bt88.03.704')) unfortunately the statusbar implementation does not work with Rstudio.

Usage

simulate_batch(scenarios, runs, run_scenario, ..., drop = TRUE,
  multicore = TRUE, use_mclapply2 = FALSE)

Arguments

scenarios	Object with paramter settings for delta, sigma and n1 in each row
runs	Number of simulation runs for each scenario
run_scenario	Function that runs a single parameter scenario, takes at least the columns of G and runs as arguments
...	Additional named arguments for run_scenario
drop	should columns that start with "result" or "select" or be dropped (which may have been added by simulate_batch, or select_results)
multicore	Should multicore parallelisation be used
use_mclapply2	use mclapply2 from package bt88.03.704 which implements a status bar (see details)

Value

Object with parameters and simulation results in each row

Author(s)

Florian Klinglmueller

Examples

scenarios <- expand.grid(m=c(0,1),s=c(1,2))
simulate_batch(scenarios,10000,simulate_poly,n=10)

floatofmath/casino documentation built on May 16, 2019, 1:21 p.m.