January 2009
Beginner
264 pages
8h 12m
English
Content preview from Computational Statistics
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26 BASIC DATA ANALYSIS
Example 1.12: Monte Carlo Confidence Bands (Augmented)
Input
plot(sort(x), y,
main = paste("Monte Carlo Band: ",
bquote( .(nrsamples)), " Monte Carlo Samples"),
xlab = 'x', ylab = expression(F[n]))
samples <- matrix(data = runif(length(x) * nrsamples),
nrow = length(x), ncol = nrsamples)
samples <- apply(samples, 2, sort)
envelope <- t(apply(samples, 1, range))
lines(envelope[, 1], y, col = "red")
lines(envelope[, 2], y, col = "red")
0.0 0.2 0.4 0.6 0.8 1.0
0.0 0.2 0.4 0.6 0.8 1.0
Monte Carlo Band: 19 Monte Carlo Samples
x
F
n
For each simulation new Monte Carlo samples are drawn. So for each invocation we get
different Monte Carlo bands, and ...
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