sample

sample, keyword

The sample keyword accumulates values across iterations of a montecarlo block.

Examples

montecarlo 1000 with
  x = random.uniform(-1, 1)
  y = random.uniform(-1, 1)
  inCircle = x^2 + y^2 < 1
  sample approxPi = avg(if inCircle then 4 else 0)

show scalar "Pi approximation" with approxPi

This outputs the following scalar:

Pi approximation
3.224
montecarlo 1000 with
  x = if random.binomial(0.2) then 0 else random.poisson(5)
  sample r = ranvar(x)

show summary "Zero-inflated ranvar" with
  mean(r) as "Mean"
  dispersion(r) as "Disp"

This outputs the following summary:

Mean Disp
4.116 1.895175
table T = extend.range(5)
montecarlo 1000 with
  T.K = random.poisson(T.N)
  sample T.ApproxMean = avg(T.K)

show table "Poisson means" with
  T.N
  T.ApproxMean

This outputs the following table:

N ApproxMean
1 0.986
2 1.974
3 3.053
4 3.976
5 5.106

Remarks

At the moment, avg() and ranvar() are the only accumulators supported by sample.

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