Skip to main content

function construction - Functional programming and Do loops


I'm writing a Monte Carlo simulation. I'm using a Do loop to create the different simulations, iterating over different SeedRandom[] parameters in my pseudorandom number generator. I'm trying to formulate it as a function that returns a list of correlations that I can then manipulate.


I expect there is a very simple solution, but I have to admit that I'm pretty new to Mathematica so I'm having problems. The Mathematica documentation seems to conveniently dodge this issue whenever it comes up! This might be a little complicated, so I'll explain what my code does first, then I'll describe the problem precisely.


First I make a list with the parameters of each of my random variables (I want them to have different means):


varparams = Table[i, {i, 0.1, 0.9, 0.1}];

Then I define my random variables:


var[i_]:=RandomChoice[{varparams[[i]],1-varparams[[i]]}->{1,0},10]

(I'm generating [for argument's sake] a set of 10 values for each run of the simulation).



Now, I define the function that iterates over different SeedRandom[] values, so as to generate different data sets. I want to calculate a list of correlations:


corrlist = {};
corrcheck[i_, j_, n_] := Do[
SeedRandom[k];
AppendTo[corrlist, Correlation[var[i], var[j]]];
, {k, n}]

(n is the number of different runs of the simulation).


Now this sort of works, in the sense that I can run corrcheck[i,j,n] and then work with the corrlist that is produced, but what I want is for corrcheck[i,j,n] itself to be a list, so that I can make tables and other manipulations of corrcheck for different values of i and j. I hope this makes sense. To reiterate: I want the function corrcheck, which consists of a Do loop, to produce a unique list for each set of i,j,n, so that I can do things like:


Table[corrcheck[i,j,100],{i,10},{j,10}]


and manipulations thereof.


The answer has to be obvious. I just can't see it!


Thank you very much in advance.



Answer



This seems to be what you want:


corrcheck[i_, j_, n_, opts___] := Table[BlockRandom[
SeedRandom[k, FilterRules[{opts}, Method]];
Correlation[var[i], var[j]]], {k, n}]


The additional optional argument allows you to change the algorithm used behind the pseudorandom number generator; you can thus do either a call like corrcheck[7, 10, 100] if you're happy with the defaults, or corrcheck[7, 10, 100, Method -> "MersenneTwister"] if you want to fool around with the Mersenne Twister.


Comments

Popular posts from this blog

functions - Get leading series expansion term?

Given a function f[x] , I would like to have a function leadingSeries that returns just the leading term in the series around x=0 . For example: leadingSeries[(1/x + 2)/(4 + 1/x^2 + x)] x and leadingSeries[(1/x + 2 + (1 - 1/x^3)/4)/(4 + x)] -(1/(16 x^3)) Is there such a function in Mathematica? Or maybe one can implement it efficiently? EDIT I finally went with the following implementation, based on Carl Woll 's answer: lds[ex_,x_]:=( (ex/.x->(x+O[x]^2))/.SeriesData[U_,Z_,L_List,Mi_,Ma_,De_]:>SeriesData[U,Z,{L[[1]]},Mi,Mi+1,De]//Quiet//Normal) The advantage is, that this one also properly works with functions whose leading term is a constant: lds[Exp[x],x] 1 Answer Update 1 Updated to eliminate SeriesData and to not return additional terms Perhaps you could use: leadingSeries[expr_, x_] := Normal[expr /. x->(x+O[x]^2) /. a_List :> Take[a, 1]] Then for your examples: leadingSeries[(1/x + 2)/(4 + 1/x^2 + x), x] leadingSeries[Exp[x], x] leadingSeries[(1/x + 2 + (1 - 1/x...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...