R/lln.ani.R

In yihui/animation: A Gallery of Animations in Statistics and Utilities to Create Animations

#' Demonstration of Law of Large Numbers
#'
#' This function plots the sample mean as the sample size grows to check whether
#' the sample mean approaches to the population mean.
#'
#' \code{np} points are plotted to denote the distribution of the sample mean;
#' we will observe that the range of the sample mean just becomes smaller and
#' smaller as the sample size increases and ultimately there will be an obvious
#' trend that the sample mean converges to the population mean \code{mu}.
#'
#' The parameter \code{nmax} in \code{\link{ani.options}} means the maximum
#' sample size.
#'
#' @param FUN a function to generate random numbers from a certain distribution:
#'   \code{function(n, mu)}
#' @param mu population mean; passed to \code{FUN}
#' @param np times for sampling from a distribution (not the sample size!); to
#'   examine the behaviour of the sample mean, we need more times of sampling to
#'   get a series of mean values
#' @param pch symbols for points; see Details
#' @param col.poly the color of the polygon to annotate the range of sample
#'   means
#' @param col.mu the color of the horizontal line which denotes the population
#'   mean
#' @param \dots other arguments passed to \code{\link{points}}
#' @return None (invisible \code{NULL}).
#' @note The argument \code{pch} will influence the speed of plotting, and for a
#'   very large sample size (say, 300), it is suggested that this argument be
#'   specified as `\code{.}'.
#' @author Yihui Xie
#' @references Examples at \url{https://yihui.org/animation/example/lln-ani/}
#' @export
lln.ani = function(
  FUN = rnorm, mu = 0, np = 30, pch = 20, col.poly = 'bisque', col.mu = 'gray', ...
) {
  n = ani.options('nmax')
  m = x = NULL
  for (i in 1:n) {
    d = colMeans(matrix(replicate(np, FUN(i, mu)), i))
    m = c(m, d)
    x = rbind(x, range(d))
  }
  rg = range(m)
  xax = pretty(1:n)
  for (i in 1:n) {
    dev.hold()
    plot(1:n, ylim = rg, type = 'n', xlab = paste('n =', i), ylab = expression(bar(x)), xaxt = 'n')
    axis(1, xax[xax <= i])
    polygon(c(1:i, i:1), c(x[1:i, 1], x[i:1, 2]), border = NA, col = col.poly)
    points(rep(1:i, each = np), m[1:(i * np)], pch = pch, ...)
    abline(h = mu, col = col.mu)
    ani.pause()
  }
}