Simulation Programming in R
One of the most common uses of R is simulation. Let’s see what kinds of tools R has available for this application.
Built-In Random Variate Generators
As mentioned, R has functions to generate variates from a number of different distributions. For example,
rbinom() generates binomial or Bernoulli random variates.
Let’s say we want to find the probability of getting at least four heads out of five tosses of a coin (easy to find analytically, but a handy example). Here’s how we can do this:
> x <- rbinom(100000,5,0.5) > mean(x >= 4)  0.18829
First, we generate 100,000 variates from a binomial distribution with five trials and a success probability of 0.5. We then determine which of them has a value 4 or 5, resulting ...