Re: [R] Beta stochastic simulation

2006-09-15 Thread Duncan Murdoch
House 30 Monument Street London EC3R 8HB UK www.RMS.com Tel: +44 20 7444 7783 Fax: +44 20 7444 7601 -Original Message- From: Duncan Murdoch [mailto:[EMAIL PROTECTED] Sent: 15 September 2006 00:45 To: Mark Pinkerton Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta

Re: [R] Beta stochastic simulation

2006-09-15 Thread Mark Pinkerton
Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta stochastic simulation On 9/15/2006 6:43 AM, Mark Pinkerton wrote: Hi Duncan, Thanks for having a look at this. Find attached a zip with all the relevant files to run the simulation. I am running this on Windows XP, R version 2.3.1. Does

Re: [R] Beta stochastic simulation

2006-09-15 Thread Duncan Murdoch
20 7444 7783 Fax: +44 20 7444 7601 -Original Message- From: Duncan Murdoch [mailto:[EMAIL PROTECTED] Sent: 15 September 2006 12:15 To: Mark Pinkerton Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta stochastic simulation On 9/15/2006 6:43 AM, Mark Pinkerton wrote: Hi Duncan

Re: [R] Beta stochastic simulation

2006-09-15 Thread Duncan Murdoch
: +44 20 7444 7783 Fax: +44 20 7444 7601 -Original Message- From: Duncan Murdoch [mailto:[EMAIL PROTECTED] Sent: 15 September 2006 12:15 To: Mark Pinkerton Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta stochastic simulation On 9/15/2006 6:43 AM, Mark Pinkerton wrote: Hi

Re: [R] Beta stochastic simulation

2006-09-15 Thread Mark Pinkerton
7783 Fax: +44 20 7444 7601 -Original Message- From: Duncan Murdoch [mailto:[EMAIL PROTECTED] Sent: 15 September 2006 12:15 To: Mark Pinkerton Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta stochastic simulation On 9/15/2006 6:43 AM, Mark Pinkerton wrote: Hi Duncan, Thanks for having

Re: [R] Beta stochastic simulation

2006-09-15 Thread Duncan Murdoch
Monument Street London EC3R 8HB UK www.RMS.com Tel: +44 20 7444 7783 Fax: +44 20 7444 7601 -Original Message- From: Duncan Murdoch [mailto:[EMAIL PROTECTED] Sent: 15 September 2006 12:15 To: Mark Pinkerton Cc: r-help@stat.math.ethz.ch Subject: Re: [R] Beta stochastic

[R] Beta stochastic simulation

2006-09-14 Thread Mark Pinkerton
Hi, I am finding that I get quite different results when I interchange the following equivalent lines for sampling from a beta distribution in my r script. The rbeta line is correct judging by the summary statistics of the simulated values, while the qbeta line consistently leads to a higher mean

Re: [R] Beta stochastic simulation

2006-09-14 Thread Duncan Murdoch
On 9/14/2006 1:42 PM, Mark Pinkerton wrote: Hi, I am finding that I get quite different results when I interchange the following equivalent lines for sampling from a beta distribution in my r script. The rbeta line is correct judging by the summary statistics of the simulated values, while

Re: [R] Beta stochastic simulation

2006-09-14 Thread Duncan Murdoch
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