Simulation basics

Jeffrey Leek, Assistant Professor of Biostatistics
Johns Hopkins Bloomberg School of Public Health

Important simulation functions

Distributions

  • rbeta, rbinom, rcauchy, rchisq, rexp, rf, rgamma, rgeom, rhyper, rlogis, rlnorm, rnbinom, rnorm, rpois, rt, runif, rweibull

Densities

  • dbeta,dbinom, dcauchy, dchisq, dexp, df, dgamma, dgeom, dhyper, dlogis, dlnorm, dnbinom, dnorm, dpois, dt, dunif, dweibull

Sampling

  • sample(,replace=TRUE),sample(replace=FALSE)

rfoo functions generate data

Normal

args(rnorm)

function (n, mean = 0, sd = 1) 
NULL

heights = rnorm(10,mean=188,sd=3)
heights

 [1] 190.1 191.1 188.6 186.0 184.6 189.9 184.8 195.3 187.3 186.2

rfoo functions generate data

Binomial

args(rbinom)

function (n, size, prob) 
NULL

coinFlips = rbinom(10,size=10,prob=0.5)
coinFlips

 [1] 3 5 7 9 2 7 6 6 3 5

Example distribution: Normal

Normal Distribution: \(N(\mu,\sigma)\)

  • \(X \sim N(0,1)\)
plot of chunk unnamed-chunk-3

dfoo functions calculate the density

Normal

args(dnorm)

function (x, mean = 0, sd = 1, log = FALSE) 
NULL

x = seq(from=-5,to=5,length=10)
normalDensity = dnorm(x,mean=0,sd=1)
round(normalDensity,2)

 [1] 0.00 0.00 0.01 0.10 0.34 0.34 0.10 0.01 0.00 0.00

Example distribution: Binomial

Binomial distribution: \(Bin(n,p)\)

  • \(X \sim Bin(10,0.5)\)
    plot of chunk unnamed-chunk-5

dfoo functions calculate the density

Binomial

args(dbinom)

function (x, size, prob, log = FALSE) 
NULL

x = seq(0,10,by=1)
binomialDensity = dbinom(x,size=10,prob=0.5)
round(binomialDensity,2)

 [1] 0.00 0.01 0.04 0.12 0.21 0.25 0.21 0.12 0.04 0.01 0.00

Sample draws a random sample

args(sample)

function (x, size, replace = FALSE, prob = NULL) 
NULL

heights = rnorm(10,mean=188,sd=3)
heights

 [1] 185.2 185.9 187.6 196.3 190.1 189.7 190.1 183.2 186.9 183.9

sample(heights,size=10,replace=TRUE)

 [1] 190.1 185.9 190.1 186.9 185.2 189.7 189.7 185.2 196.3 196.3

Sample draws a random sample

heights

 [1] 185.2 185.9 187.6 196.3 190.1 189.7 190.1 183.2 186.9 183.9

sample(heights,size=10,replace=FALSE)

 [1] 190.1 183.9 196.3 185.2 187.6 190.1 185.9 183.2 186.9 189.7

Sample can draw according to a set of probabilities

heights

 [1] 185.2 185.9 187.6 196.3 190.1 189.7 190.1 183.2 186.9 183.9

probs = c(0.4,0.3,0.2,0.1,0,0,0,0,0,0)
sum(probs)

[1] 1

sample(heights,size=10,replace=TRUE,prob=probs)

 [1] 185.2 185.9 185.2 196.3 185.9 185.2 185.2 185.2 185.9 187.6

Setting a seed

Setting a seed ensures reproducible results from random processes in R

set.seed(12345)
rnorm(5,mean=0,sd=1)

[1]  0.5855  0.7095 -0.1093 -0.4535  0.6059


set.seed(12345)
rnorm(5,mean=0,sd=1)

[1]  0.5855  0.7095 -0.1093 -0.4535  0.6059

For more information

 
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    <source src="assets/media/simulations.mp4" type="video/mp4" />
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</section>