Are simulated sequences robust?
This function inserts a specified number of extra random uniforms into a sequence of calls to a generator, and checks whether the subsequent samples re-synchronize.
randomSlippage(nRuns, expr1, expr2, slip = runif(1), check = FALSE)
nRuns |
Number of runs for the comparison. |
expr1, expr2 |
The literal expressions to be evaluated before and after the possible slippage. |
slip |
The expression to be evaluated to cause the slippage; default |
check |
If |
The second generated result from evaluatging expr2 will resynchronize, if ever, after some number of values generated in the original and perturbed sequence, say k1 and k2. At this point, each sequence returns exactly the same value because each has used the same number of uniforms; from that point on the sequences will be identical.
Re-synchronization need never occur; see the example in the reference.
The function returns a matrix with nRuns rows and two columns. For each row, the returned value is the slippages, c(k1, k2) in the Details.
set.seed(211)
RNGkind("default", "Ahrens")
xx = randomSlippage(1000, rnorm(20), rnorm(20))
table(xx[,1], xx[,2])Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.