rv (version 2.3.5)

rvsims: Create Random Vectors from Simulation Draws

Description

rvsims takes a vector, matrix, or list (sims) containing simulations, and returns a random vector (an object of type 'rv')

Usage

rvsims(sims, n.sims = getnsims(), permute = FALSE)

Arguments

sims

an array of simulations (1, or 2-dimensional) or a list

n.sims

number of simulations to save

permute

logical, indicate if scramble the simulations

Details

If sims is a plain numeric vector, this is interpreted to be equivalent to a one-dimensional array, containing simulations for one single random variable.

If the array sims is one-dimensional, this is interpreted to be equivalent to a two-dimensional array with 1 column.

If sims is two-dimensional, the columns are supposed to contain simulations for one or more several random variables.

If sims is a list, the numeric vectors are recursively combined to a list of random vectors: each component of the list is supposed to be containing one (joint) draw from some distribution---this may be a list.

If permute is TRUE, the simulations are scrambled, i.e. the joint draws are permuted randomly.

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

# NOT RUN {
  ## x and y have the same distributions but not the same simulations:
  n.sims <- 200L
  setnsims(n.sims)
  y <- rvnorm(1)
  x1 <- rvsims(rnorm(n.sims))
  ##
  s <- sims(x1)
  z <- array(s) ## One-dimensional array
  x2 <- rvsims(z) ## Same as 
  ##
  identical(x1, x2) ## TRUE
  ##
  s <- t(array(rnorm(n.sims * 2, mean=c(0, 10)), dim=c(2, n.sims)))
  x3 <- rvsims(s)
  identical(2L, length(x3)) ## TRUE

# }