Running simulations in R

noetsi

Fortran must die
#1
I have wanted to do this for a long time. But the package that does this in SAS (PROC IML) is too expensive. I was wondering, and remembering that I am a beginner in both R and simulations, what a good R package would be to do this.
 

Dason

Ambassador to the humans
#2
There might be packages for specific examples but in general you don't need packages to do simulations unless you're simulating from a specific distribution that isn't provide in base R.
 

hlsmith

Less is more. Stay pure. Stay poor.
#5
Base R = the basic R environment without installing packages.

Do you know how to do this in SAS? If so it is just the same principles.

There are some packages that can create synthetic data comparable to your own data frame, which is interesting, but not necessary. I will post an interest toy example I stumble upon a couple of weeks ago.
 

noetsi

Fortran must die
#10
Base R = the basic R environment without installing packages.

Do you know how to do this in SAS? If so it is just the same principles.

There are some packages that can create synthetic data comparable to your own data frame, which is interesting, but not necessary. I will post an interest toy example I stumble upon a couple of weeks ago.
You need Proc IML to do it in SAS. I have an awesome book for that. But I will never have Proc iml
 

noetsi

Fortran must die
#11
Copulas are love
Copulas are life
They are way beyond my expertise, interest, or intelligence. :) I am trying to do basic simulation. Say I think there is an issue with a method (or more likely others do). Then I could test the various arguments with a simulation.

That is what I would like to be able to do.
 
#13
My concern with that is many simulation studies set a series of limits on the data, for example it has to be in a specific range, not just there be a specific distribution. But as I go through the R code it probably allows you to do that. When I find an example of what I mean I will post it.
 

hlsmith

Less is more. Stay pure. Stay poor.
#15
Yeah with triangle dist I think you put the min and max in. Also, with say ~N, you can just use the variance value to target a certain data range.

You just need to find an example of get your feet wet!