Topic: Utilities
Topic Description:
Basic R utilities used in many packages and functions, such as date and string manipulations, statistical distributions, geometry of lines and distances. The R package date is required for the two data functions.
File: utilities/distributions.r
| View File Source | Download File | No help file available |
Function: doublenormal
Function Description: doublenormal
Simulate draws from a double normalFunction Arguments:
| Argument | Default Value |
|---|---|
| N | 1e4 |
| m | 0 |
| sd1 | 1 |
| sd2 | .1) |
Function Source:
doublenormal=function(N=1e4,m=0,sd1=1,sd2=seq(0,2,by=.1))
{
n1=rnorm(N,m,sd1)
newsd=numeric()
for(i in 1:length(sd2))
{
n2=rnorm(N,n1,sd2[i])
newsd[i]=sd(n2)
}
sqrtdiff=1/sqrt(newsd-sd2)
plot(sd2,sqrtdiff)
cor=lm(sqrtdiff~sd2)
abline(cor)
return(data.frame(sd1,sd2,newsd))
}
{
n1=rnorm(N,m,sd1)
newsd=numeric()
for(i in 1:length(sd2))
{
n2=rnorm(N,n1,sd2[i])
newsd[i]=sd(n2)
}
sqrtdiff=1/sqrt(newsd-sd2)
plot(sd2,sqrtdiff)
cor=lm(sqrtdiff~sd2)
abline(cor)
return(data.frame(sd1,sd2,newsd))
}