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ConvergenceConcepts (version 1.2.3)

Seeing Convergence Concepts in Action

Description

This is a pedagogical package, designed to help students understanding convergence of random variables. It provides a way to investigate interactively various modes of convergence (in probability, almost surely, in law and in mean) of a sequence of i.i.d. random variables. Visualisation of simulated sample paths is possible through interactive plots. The approach is illustrated by examples and exercises through the function 'investigate', as described in Lafaye de Micheaux and Liquet (2009) . The user can study his/her own sequences of random variables.

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Version

Install

install.packages('ConvergenceConcepts')

Monthly Downloads

399

Version

1.2.3

License

GPL (>= 2)

Maintainer

P. de Micheaux

Last Published

August 18th, 2022

Functions in ConvergenceConcepts (1.2.3)

check.convergence

Check convergence
visualize.crit

Visualisation of convergence criterion curves
criterion

Convergence criterion computation
law.plot3d

Static 3D convergence in law
investigate

Investigate examples and exercises from the paper
law.plot2d

Interactive 2D convergence in law
visualize.sp

Visualisation of sample paths
p.as.plot

Interactive plot for convergence in probability and almost surely
generate

Generation of sample paths