Dear Rohan, Why would you want to simulate these probabilities? As far as I can tell by your description these are all solvable analytically, see eg Kemeney, Mirkil, Snell & Thompson, 1958, Finite Mathematical Structures. There are undoubtedly more recent publications that cover first passage times in Markov models, which is what you are looking for. Hth, Ingmar
> From: Rohan Saldanha <[EMAIL PROTECTED]> > Date: Thu, 23 Nov 2006 19:07:54 +0000 > To: <r-help@stat.math.ethz.ch> > Subject: [R] statistics help > > hi > > im a bioinformatics student as i have never had any previous programming > experience > i need help > > this is the question i need to answer: > > Random walk model > > we want to model a random walk where you take a step to the left with > probability p > and one to the right with probability 1-p. Now assume that there is a line > of 11 squares. > once you are in square 0 or in square 10 the walk ends. The aim of this > problem set is > to write a simulation for the random walk and analyse its dynamics > > 1. write a simulation for a random walk which allows you to calculate the > probability of ending > up in square 0 starting from any other square. > > 2. analyse the probability of ending up in square 0 starting from any other > square. Also calculate the mean time until you have reached square 1 for p= > 0.1,0.2,0.3,0.4 and 0.5. What is the probability of reaching square 10 for > these parameters > hint simulate each scenario 1000 times and plot on histogram > > > this is the code that i have come up with but its not working very well. > > rw<-function(sw,p,nrep){ > Z=0 > T=0 > count=0 > for (i in 1:nrep) > { > n<-0 > s=sw > > while (s>0 & s<10) > { > x<-runif(1, min=0, max=1) > if (x<p) {s<-s-1} > else{s<-s+1} > print (s) > n<-n+1 > } > count<-count+n > print (count) > > if (s==0) {Z<-Z+1} > else {T<-T+1} > } > PrZ=Z/nrep > print(c("PrZ",PrZ),quote=FALSE) > } > > if you could shed some light on this it woul be really helpful. please let > me know how much > you would like as payment aswell. > > thanks > rohan > > _________________________________________________________________ > Eat well and eat right. Get tips on nutrition from Naini Setalvad > > ______________________________________________ > 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. ______________________________________________ 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.