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.
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