Spencer Graves <[EMAIL PROTECTED]> writes: > How about the following: > set.seed(5) > > N <- 8 # later 100000 > > (nPois <- rpois(N, 2)) > [1] 1 3 4 1 0 3 2 3 > > z <- rnorm(sum(nPois))
? I read the original request as simulating the sum of a Poisson distributed number of Normals. So I'd suggest V <- replicate(100000,sum(rnorm(rpois(1,3)))) (Which is obviously a strange distribution since the sum may be empty) Older versions of R, and Splus want V <- sapply(1:100000, function(i) sum(rnorm(rpois(1,3)))) > > 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. > > > > [[alternative HTML version deleted]] > > > >______________________________________________ > >[EMAIL PROTECTED] mailing list > >https://www.stat.math.ethz.ch/mailman/listinfo/r-help > >PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > > > > ______________________________________________ > [EMAIL PROTECTED] mailing list > https://www.stat.math.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
