Re: [R] Simulation study in R

From: Robert A LaBudde <ral_at_lcfltd.com>
Date: Tue, 29 Apr 2008 09:11:03 -0400

At 02:40 AM 4/29/2008, Arun Kumar Saha wrote:
>Here I am in a simulation study where I want to find different values
>of x and y such that f(x,y)=c (some known constant) w.r.t. x, y >0,
>y<=x and x<=c1 (another known constant). Can anyone please tell me how
>to do it efficiently in R. One way I thought that I will draw
>different random numbers from uniform dist according to that
>constraints and pick those which satisfy f(x,y)=c. However it is not I
>think computationally efficient. Can anyone here suggest me any other
>efficient approach?

You have not specified the distributions proper for X and Y. Using a uniform distribution is only appropriate when it meets requirements.

One obvious approach is to sample one of the variables, say X, and then solve your equation for Y. If you're going to draw a lot of samples, it would pay to develop y = g(x) first.

But you need to know how to sample X in the first place. Is its distribution uniform, or something else?



Robert A. LaBudde, PhD, PAS, Dpl. ACAFS e-mail: ral_at_lcfltd.com
Least Cost Formulations, Ltd.            URL: http://lcfltd.com/
824 Timberlake Drive                     Tel: 757-467-0954
Virginia Beach, VA 23464-3239            Fax: 757-467-2947

"Vere scire est per causas scire"



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