[R] Newbie q. need some help understanding this code.

[Kevin Wang]

Hi,

sean kim wrote:

> thanks for any insights or other comments. 

I would suggest that you run the code line by line, to see what it does 
yourself.  It is the best way to learn!

> library(stepfun)

This just loads the package "stepfun".

> lv <- function(N=1000,cvec=c(1,0.005,0.6),x=c(50,100))
> {

Declaration of a function named lv, where N, cvec and x are the 
parameters/arguments with default values.

>         m<-length(cvec)

m is a new variable, with in this case is just a number, the length of 
the vector cvec.  In this case, 3.

>         n<-length(x)

Ditto.

>         xmat<-matrix(nrow=N+1,ncol=n)

Generate a matrix with N + 1 (1001) rows and  n columns.

>         tvec<-vector("numeric",N)
>         h<-vector("numeric",m)

Generating two vectors.

>         t<-0
>         xmat[1,]<-x

Assign x to the first row of the xmat matrix.

>         for (i in 1:N) {
>                 h[1]<-cvec[1]*x[1]

The first element in cvec and x, multiply them together and the result 
becomes the first element of h.

>                 h[2]<-cvec[2]*x[1]*x[2]
>                 h[3]<-cvec[3]*x[2]

Ditto.

>                 h0=sum(h)

Get the sum of h.

>                 tp<-rexp(1,h0)

Generating an exponential random number with a rate of h0.

>                 t<-t+tp
>                 u<-runif(1,0,1)

Generating a uniform random number, [0, 1]

>                 if ( u < h[1]/h0 ) {
>                         x[1] <- x[1]+1

If the uniform random number, u, is smaller than h[1]/h0 then do...

otherwise do the following...

>                 } else if ( u < (h[1]+h[2])/h0 ) {
>                         x[1] <- x[1]-1
>                         x[2] <- x[2]+1
>                 } else {
>                         x[2] <- x[2]-1
>                 }
>                 xmat[i+1,]<-x

Increment to the next row.

>                 tvec[i]<-t
>         }
>        
> list(stepfun(tvec,xmat[,1]),stepfun(tvec,xmat[,2]))
> }

Put things together into a list.

Again, check these line by line and you'll have a better understanding!

Kev


-- 
Ko-Kang Kevin Wang
PhD Student
Centre for Mathematics and its Applications
Building 27, Room 1004
Mathematical Sciences Institute (MSI)
Australian National University
Canberra, ACT 0200
Australia

Homepage: http://wwwmaths.anu.edu.au/~wangk/
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