simulation_mmc | R Documentation |
Generates N Monte Carlo replicates of a statistic for given nuisance parameter value.
simulation_mmc(y, statistic, dgp = function(y, v) sample(y, replace =
TRUE), v, N = 99, ...)
y |
A vector or data frame. |
statistic |
A function or a character string that specifies
how the statistic is computed. The function needs to input the
|
dgp |
A function. The function inputs the first argument
|
v |
A vector parameters. The vector |
N |
An atomic vector. Number of replications of the test statistic. |
... |
Other named arguments for statistic which are passed unchanged each time it is called |
The vector of replication of test statistic.
# Generate some data
y = rnorm(10)
# Specify statistic and DGP
statistic = function(x) mean(x)
dgp = function(y, v) sample(y, replace = TRUE)
# Simulate statistic N times
MaxMC:::simulation_mmc(y, statistic = statistic, dgp = dgp, v = 1, N = 99)
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