Hallo everybody,
I'm new in r and I"ll appreciate some help!
I have a matrix of nrow=30 and ncoll=54,and I would like to generate 50
simulations with tha same size of the matrix!!!That is to say that I want
to generate 50 matrices -for my 50 simulations - with the same dimensions!
I took my 1st matrix according to the formula that I want to implement:
D<-mean_m + U_i*mat_DELTA
mean_m:vector
U_I:vector
mat_Delta:matrix(54,30)
Here is the loop:
#Define Simulations(IS)
#Define Time Step(IT)
vec_IS<-c(1:50)
vec_IT<-c(1:30)
mat_delta<-matrix(nrow=54, ncol=30)
mat_DELTA<-matrix(nrow=54, ncol=30)
mat_Yr_m<-matrix(nrow=54, ncol=30)
D<-matrix(nrow=30, ncol=54)
DELTA<-(matrix(nrow=30,ncol=54))*50
for (i in 1:length(vec_IS)){
for (j in 1:length(vec_IT)){
Yr_m<-rnorm(54,m=0,sd=1)
mat_Yr_m[,j]<-Yr_m
delta_i<-lower_m%*%mat_Yr_m[,j]
mat_delta[,j]<-as.vector(delta_i)
}
DELTA_1<-mat_delta[,1]
DELTA_2<-mat_delta[,2]-a_1*mat_delta[,1]
for (t in 3:length(vec_IT)){
mat_DELTA[,t]<-mat_delta[,t] - a_1*mat_delta[,t-1]
- a_2*mat_delta[,t-2]
}
mat_DELTA[,1]<-DELTA_1
mat_DELTA[,2]<-DELTA_2
for (k in 1:length(nmesh)){
mean_m<-as.numeric(vec_mean_col)
DELTA<-U_i*mat_DELTA
D<-mean_m + t(DELTA)
}
}
I want to implement this formula for 50 simulations!
any idea?
Thanks a lot!
[[alternative HTML version deleted]]
______________________________________________
R-devel@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel
