> set.seed(5)
> N <- 8 # later 100000
> (nPois <- rpois(N, 2))
[1] 1 3 4 1 0 3 2 3
> z <- rnorm(sum(nPois))
> V <- tapply(z, rep(1:N, nPois), sum)
> quantile(V, c(0, .05, .25, .5, .75, .95, 1))
0% 5% 25% 50% 75% 95% 100%
-2.7812799 -2.4600296 -1.5393631 -1.0803926 0.5800796 1.4626007 1.7114409
The same code works in S-Plus 6.2 and R 1.8.1 under Windows 2000, though the answers different as S-Plus and R use different random number generators.
hope this helps. spencer graves
[EMAIL PROTECTED] wrote:
I am a new R user. As a test, I want to write a simple code that does the following simulation:
1. Randomly generate a number from a distribution, say, Poisson. Let's say that number is 3. 2. Randomly generate 3 numbers from another distribution, say, Normal. 3. Compute the sum of the numbers generated in step 2 and read it into a vector, V. 4. Repeat steps 1 through 3 for 100,000 times. 5. Derive quantiles (e.g., 0.95th, 0.99th) of V.
Any help in getting me going would be greatly appreciated.
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