Dear All, A question a bit outside statistics. In my group, a lot of people use Matlab for simple simulations of stochastic processes describing convection/diffusion problems (as long as the numerics does not get too expensive and one has to resort to C or Fortran). Leaving aside the theory, it all boils down to some kind of Monte Carlo technique, picking random draws from a certain distribution at a specified time step, tracking many particles and taking averages. I cannot see why R is not suitable to do this (unless performance becomes a problem). Has anyone on the list already gained some experience in this kind of simulations using R? Is there an online collection of example codes? It goes without saying that I am not going to start any flame war with Matlab users, only I cannot see any specific reason why R could not be deployed for this sort of tasks. Kind Regards
Lorenzo ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
