On 9/14/2006 5:26 PM, Mark Pinkerton wrote: > Hi Duncan, > I had also validated the logic with a simple test which is why I was > surprised by the differences I was seeing from tthe more complex simulation. > I am running R on a Windows 2000 - I'll have to check which version at my > desk tomorrow but it's pretty up to date, maybe 6 monthes old. Attached is a > code snippet from my simulation program which is used to estimate > multi-event annual losses for US hurricanes. The event set being sampled from > is quite large (~14000) with each event and account combination having a > unique beta loss distribution. Simply swapping lines 23 and 24 has the effect > on results that I mentioned in the previous email. The simulation is large > enough that the MC error in the estimated means are negligible.
The code you sent isn't usable, because it's missing your data. Could you please do the following? - verify that the behaviour still happens in the current alpha test version - try to simplify the example code so someone else can run it? It could be that certain values of alpha and beta trigger a bug but the ones I tried were fine. Duncan Murdoch ______________________________________________ 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.
