我有两个矩阵,一个包含所有平均值,另一个包含所有标准偏差。我想为三个投资者中的每一个模拟一个随机数,看看哪个投资者获得最高价。 例如: - 贷款1有三个投资者。我拿最高的 RNORM(1,M [1,1],SD [1,1]),RNORM(1,M [1,2],SD [1,2]),RNORM(1,M [1,3],SD [1,3]) 并存储它。我想模拟这1000次并将结果存储为 如下。 Output 我可以使用Mapply和Sapply的组合进行复制吗?如果你们能给我一些指示,我将非常感激。
means <- matrix(c(-0.086731728,-0.1556901,-0.744495,
-0.166453802, -0.1978284, -0.9021422,
-0.127376145, -0.1227214, -0.6926699
), ncol = 3)
m <- t(m)
colnames(m) <- c("inv1","inv2","inv3")
rownames(m) <- c("loan1","loan2","loan3")
sd <- matrix(c(0.4431459, 0.5252441, 0.5372112,
0.4431882, 0.5252268, 0.5374614,
0.4430836, 0.5248798, 0.536924
), ncol = 3)
sd <- t(sd)
colnames(sd) <- c("inv1","inv2","inv3")
rownames(sd) <- c("loan1","loan2","loan3")
答案 0 :(得分:0)
鉴于这只是一个元素操作,您可以使用适当的矢量化函数来计算:
# Create a function to perform the computation you want
# Get the highest value from 1000 simulations
f <- function(m,s,reps=1000) max(rnorm(reps,m,s))
# Convert this function to a vectorised binary function
`%f%` <- Vectorize(f)
# Generate results - this will be a vector
results <- means %f% sd
# Tidy up results
results <- matrix(results,ncol(means))
colnames(results) <- colnames(means)
rownames(results) <- rownames(means)
# Results
results
inv1 inv2 inv3
loan1 1.486830 1.317569 0.8679278
loan2 1.212262 1.762396 0.7514182
loan3 1.533593 1.461248 0.7539696