mcstoc: Creates Stochastic mcnode Objects
In mc2d: Tools for Two-Dimensional Monte-Carlo Simulations

mcstoc

R Documentation

Creates Stochastic mcnode Objects

Description

Creates a mcnode object using a random generating function.

Usage

mcstoc(
  func = runif,
  type = c("V", "U", "VU", "0"),
  ...,
  nsv = ndvar(),
  nsu = ndunc(),
  nvariates = 1,
  outm = "each",
  nsample = "n",
  seed = NULL,
  rtrunc = FALSE,
  linf = -Inf,
  lsup = Inf,
  lhs = FALSE
)

Arguments

`func`	a function providing random data or its name as character.
`type`	the type of ‘⁠mcnode⁠’ to be built. By default, a ‘⁠"V"⁠’ node. See `mcnode` for details.
`...`	all other arguments but the size of the sample to be passed to ‘⁠func⁠’. These arguments should be vectors or ‘⁠mcnode⁠’s (arrays prohibited).
`nsv`	the number of simulations in the variability dimension.
`nsu`	the number of simulations in the uncertainty dimension.
`nvariates`	the number of variates of the output.
`outm`	the output of the ‘⁠mcnode⁠’ for multivariate nodes. May be ‘⁠"each"⁠’ (default), ‘⁠"none"⁠’, or a vector of function names (as character strings) applied on the variates dimension before output (e.g. ‘⁠"mean"⁠’, ‘⁠c("min","max")⁠’).
`nsample`	the name of the parameter of the function giving the size of the vector. By default ‘⁠"n"⁠’, as in most distributions of the stats library.
`seed`	the random seed used for the evaluation. If ‘⁠NULL⁠’ the seed is unchanged.
`rtrunc`	should the distribution be truncated? See `rtrunc`.
`linf`	if truncated: lower limit. May be a scalar, an array or a ‘⁠mcnode⁠’.
`lsup`	if truncated: upper limit. May be a scalar, an array or a ‘⁠mcnode⁠’. ‘⁠lsup⁠’ must be pairwise strictly greater than ‘⁠linf⁠’.
`lhs`	should a Latin Hypercube Sampling be used? See `lhs`.

Details

Any function that accepts vectors/matrices as arguments may be used (notably all current random generators of the stats package). Arguments may be sent classically, but it is strongly recommended to use consistent ‘⁠mcnode⁠’s if arguments should be recycled, since complex recycling is handled for ‘⁠mcnode⁠’ but not for vectors.

Compatibility rules for ‘⁠mcnode⁠’ arguments:

‘⁠type="V"⁠’: accepts ‘⁠"0" mcnode⁠’ of dim ‘⁠(1 x 1 x nvariates)⁠’ or ‘⁠(1 x 1 x 1)⁠’ (recycled) and ‘⁠"V" mcnode⁠’ of dim ‘⁠(nsv x 1 x nvariates)⁠’ or ‘⁠(nsv x 1 x 1)⁠’ (recycled).
‘⁠type="U"⁠’: accepts ‘⁠"0" mcnode⁠’ of dim ‘⁠(1 x 1 x nvariates)⁠’ or ‘⁠(1 x 1 x 1)⁠’ (recycled) and ‘⁠"U" mcnode⁠’ of dim ‘⁠(1 x nsu x nvariates)⁠’ or ‘⁠(1 x nsu x 1)⁠’ (recycled).
‘⁠type="VU"⁠’: accepts ‘⁠"0"⁠’, ‘⁠"V"⁠’, ‘⁠"U"⁠’ and ‘⁠"VU"⁠’ nodes with appropriate recycling rules.
‘⁠type="0"⁠’: accepts ‘⁠"0" mcnode⁠’ of dim ‘⁠(1 x 1 x nvariates)⁠’ or ‘⁠(1 x 1 x 1)⁠’ (recycled).

If ‘⁠rtrunc=TRUE⁠’, the distribution is truncated on ‘⁠(linf, lsup]⁠’. The function ‘⁠func⁠’ should have a ‘⁠q⁠’ form and a ‘⁠p⁠’ form.

If ‘⁠lhs=TRUE⁠’, a Latin Hypercube Sampling is used on ‘⁠nsv⁠’ and ‘⁠nsu⁠’. The function ‘⁠func⁠’ should have a ‘⁠q⁠’ form. Not allowed with multivariate distributions.

Value

An ‘⁠mcnode⁠’ object.

Examples

Oldnvar <- ndvar()
Oldnunc <- ndunc()
ndvar(5)
ndunc(4)

## Compatibility with mcdata as arguments
x0 <- mcstoc(runif, type = "0")
xV <- mcstoc(runif, type = "V")
xU <- mcstoc(runif, type = "U")
xVU <- mcstoc(runif, type = "VU")

## "V" accepts "0" and "V" mcdata
mcstoc(rnorm, type = "V", mean = x0, sd = xV)

## "VU" accepts "0", "U", "V" and "VU" with correct recycling
mcstoc(rnorm, type = "VU", mean = xV, sd = xU)

ndvar(Oldnvar)
ndunc(Oldnunc)

mc2d documentation built on Oct. 23, 2026, 1:06 a.m.