Questions tagged [simulation]
A vast area which includes generating results from computer models.
1,926
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Simulate $p$-value of $\chi^2$-test
The R function chisq.test has an simulate.p.value argument that uses permutation for resampling. I know how to implement this ...
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Can I use simulated data only for testing a Random Forest regression already trained on real data?
I am working, using Python, on a Random Forest Regression for the prediction of a target variable. I have trained it and tested it on real data, obtaining satisfying results. Now, I would like to ...
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Difference in means and variances of dependent samples
I am performing a simulation study where different values of an exposure X are repeatedly assigned to the same individual (200x in a sample of >10000 people). The way that assignment is done is ...
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Recycling MCMC samples for another data set from the same distribution
Suppose I'm given $\theta_0$ and I want to sample data from a density $f(Y|\theta_0)$ and then sample from the posterior of $\theta|Y$ (given, obviously, some prior). I want to do this lots of times, ...
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How to simulate this AR(1): Xt =2+0.8(Xt_1 −2)+εt series in R? [duplicate]
I want to simulate an AR(1) model defined as follows:
$$X_t = 2 + 0.8(X_{t-1} −2) + \varepsilon t$$
but I do not know how to interpret the constant $2$ in this term.
How do I simulate this in R?
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Is this a reasonable way to check the quality of simulated data in MCMC inference?
I have a hierarchical Bayesian model that looks like this:
$\alpha_i \sim \mathcal{N}\left(\mu_\alpha, \sigma_\alpha\right) \tag{1}$
$\beta_i \sim \mathcal{N}\left(\mu_\beta, \sigma_\beta\right) \tag{...
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Expected Value Chi Square distribution
I'm trying to simulate the distribution from the sample variance $s^2$ and compare it with the theoretical distribution.
Therefore, I perform a fairly simple simulation (upfront, I'm not a ...
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Least-bad stepwise procedure for a simulation that shows issues with stepwise regression
I am well-aware of the issues that stepwise regression causes. I want to demonstrate some of them via simulation in a particular situation.
I am thinking of a regression where I have some categorical ...
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How to deal with competition for variance between a fixed and random effect?
I am performing an analysis on data in which there is a hypothesized relationship between X (predictor) and Y (the response) across a broad area, but random (no relationship) within groups of ...
2
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Power calculation with a binary outcome (using a R package & manual simulation)
I am trying to compare three different methods for power calculation under the same setting. Although I understand that the power estimates from each method cannot be exactly identical due to ...
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How to Simulate Data for a SEM Model with Moderation Effect Using R?
I'm working on a project where I need to simulate data for a Structural Equation Model (SEM) that includes a moderation effect. Specifically, I have three latent variables: an independent variable (IV)...
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How to simulate a time-series based on other time-series that have different seasonality (and other effects)?
I have a list of solar production data time-series for a set of houses in a given area, and I need to simulate the solar production vs time curve of a new house in the area. The sum of the total ...
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Sample size for a vector of proportions and simulation
Currently, there are more than 10 variants of omicron virus.
Say, variant proportions are X1=0.1, X2=0.35, X3=0.15, etc. I need to calculate the number of samples needed to detect the proportion of ...
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How to guess a random walk to achieve max sample correlation?
Define this 1-D discrete random walk start from 0: roll a die (the die may or may not be fair, the fixed probability of each face is unknown to the observer/guessor)...
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Data modelling as a surface
I want to model waste generation in a city using data from the containers. I have the location and fill levels of each container over time. My idea is to use the average amount of waste in each ...