模拟在申请和复制的R

问题描述：

我有两个矩阵一个包含所有的平均值，另一个包含所有的标准差。我想为三位投资者中的每一位模拟一个随机数并查看哪个投资者获得最高。例如： - 贷款1有三名投资者。（1，m [1,1]，sd [1,1]），rnorm（1，m [1,2]，sd [1,2]），rnorm（1，m [ 1,3]，sd [1,3]）并存储它。我想模拟这1000次，并将结果存储为。 Output 我可以使用Mapply和Sapply的组合来复制吗？如果你们可以给我一些指点，我会非常感激。模拟在申请和复制的R

means <- matrix(c(-0.086731728,-0.1556901,-0.744495, 
      -0.166453802,  -0.1978284,   -0.9021422, 
      -0.127376145,  -0.1227214,   -0.6926699 
), ncol = 3) 
m <- t(m) 
colnames(m) <- c("inv1","inv2","inv3") 
rownames(m) <- c("loan1","loan2","loan3") 
sd <- matrix(c(0.4431459,    0.5252441,   0.5372112, 
      0.4431882,   0.5252268,   0.5374614, 
      0.4430836,   0.5248798,   0.536924 
      ), ncol = 3) 
sd <- t(sd) 
colnames(sd) <- c("inv1","inv2","inv3") 
rownames(sd) <- c("loan1","loan2","loan3")

答

鉴于这只是一个元素智能操作，您可以使用适当的向量化函数来计算的：

# Create a function to perform the computation you want 
# Get the highest value from 1000 simulations 
f <- function(m,s,reps=1000) max(rnorm(reps,m,s)) 

# Convert this function to a vectorised binary function 
`%f%` <- Vectorize(f) 

# Generate results - this will be a vector 
results <- means %f% sd 

# Tidy up results 
results <- matrix(results,ncol(means)) 
colnames(results) <- colnames(means) 
rownames(results) <- rownames(means) 

# Results 
results 
      inv1  inv2  inv3 
loan1 1.486830 1.317569 0.8679278 
loan2 1.212262 1.762396 0.7514182 
loan3 1.533593 1.461248 0.7539696

模拟在申请和复制的R

相关推荐