Hi there,
I am not an expert, but simple experimentation using the acf() function
shows that your statement is not true (see ?acf and ?replicate for more
information):
foo <- function(x) acf(x, plot = FALSE)$acf[,,1]
result <- replicate(1, foo(rnorm(100)))
result <- t(apply(result, 1, quantil
Like Thierrey I entirely disagree with you, but there are many PRNGs
in R -- take a look at ?RNGkind to change them.
Michael
On Wed, May 30, 2012 at 7:39 AM, juliane0212 wrote:
> Hello,
>
> currently I'm working on a model based on Monte-Carlo-Simulations.
>
> I observed that a generated normal
given body of data.
~ John Tukey
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Van: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] Namens
juliane0212
Verzonden: woensdag 30 mei 2012 13:40
Aan: r-help@r-project.org
Onderwerp: [R] alternative generator for normal distributed variables
Hel
Hello,
currently I'm working on a model based on Monte-Carlo-Simulations.
I observed that a generated normal distributed times series using
rnorm(100,mean=0,sd=1)
is far away from being not autocorrelated.
Is there any other gerenator implemented in R, which might solve my problem?
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