sim.default {lava}R Documentation

Monte Carlo simulation

Description

Applies a function repeatedly for a specified number of replications or over a list/data.frame with plot and summary methods for summarizing the Monte Carlo experiment. Can be parallelized via the future package (use the future::plan function).

Usage

## Default S3 method:
sim(
  x = NULL,
  R = 100,
  f = NULL,
  colnames = NULL,
  seed = NULL,
  args = list(),
  iter = FALSE,
  ...
)

Arguments

x

function or 'sim' object

R

Number of replications or data.frame with parameters

f

Optional function (i.e., if x is a matrix)

colnames

Optional column names

seed

(optional) Seed (needed with cl=TRUE)

args

(optional) list of named arguments passed to (mc)mapply

iter

If TRUE the iteration number is passed as first argument to (mc)mapply

...

Additional arguments to (mc)mapply

Details

To parallelize the calculation use the future::plan function (e.g., future::plan(multisession()) to distribute the calculations over the R replications on all available cores). The output is controlled via the progressr package (e.g., progressr::handlers(global=TRUE) to enable progress information).

See Also

summary.sim plot.sim print.sim

Examples

m <- lvm(y~x+e)
distribution(m,~y) <- 0
distribution(m,~x) <- uniform.lvm(a=-1.1,b=1.1)
transform(m,e~x) <- function(x) (1*x^4)*rnorm(length(x),sd=1)

onerun <- function(iter=NULL,...,n=2e3,b0=1,idx=2) {
    d <- sim(m,n,p=c("y~x"=b0))
    l <- lm(y~x,d)
    res <- c(coef(summary(l))[idx,1:2],
             confint(l)[idx,],
             estimate(l,only.coef=TRUE)[idx,2:4])
    names(res) <- c("Estimate","Model.se","Model.lo","Model.hi",
                    "Sandwich.se","Sandwich.lo","Sandwich.hi")
    res
}
val <- sim(onerun,R=10,b0=1)
val

val <- sim(val,R=40,b0=1) ## append results
summary(val,estimate=c(1,1),confint=c(3,4,6,7),true=c(1,1))

summary(val,estimate=c(1,1),se=c(2,5),names=c("Model","Sandwich"))
summary(val,estimate=c(1,1),se=c(2,5),true=c(1,1),names=c("Model","Sandwich"),confint=TRUE)

if (interactive()) {
    plot(val,estimate=1,c(2,5),true=1,names=c("Model","Sandwich"),polygon=FALSE)
    plot(val,estimate=c(1,1),se=c(2,5),main=NULL,
         true=c(1,1),names=c("Model","Sandwich"),
         line.lwd=1,col=c("gray20","gray60"),
         rug=FALSE)
    plot(val,estimate=c(1,1),se=c(2,5),true=c(1,1),
         names=c("Model","Sandwich"))
}

f <- function(a=1, b=1) {
  rep(a*b, 5)
}
R <- Expand(a=1:3, b=1:3)
sim(f, R)
sim(function(a,b) f(a,b), 3, args=c(a=5,b=5))
sim(function(iter=1,a=5,b=5) iter*f(a,b), iter=TRUE, R=5)

[Package lava version 1.7.2.1 Index]