visualize.sp {ConvergenceConcepts}

Visualisation of sample paths

Description

This function enables one to visualize the sample paths.

Usage

visualize.sp(data,epsilon=0.05,nb.sp=10,plotfunc=plot,...)

Arguments

data

matrix containing the sample paths of Xn-X values.

epsilon

a numeric value giving the interval endpoint.

nb.sp

number of sample paths to draw on the plot.

plotfunc

R function used to draw the plot: for example plot or points.

...

optional arguments to plotfunc.

Author(s)

P. Lafaye de Micheaux and B. Liquet

References

Lafaye de Micheaux, P. ([e-mail]), Liquet, B. "Understanding Convergence Concepts: a Visual-Minded and Graphical Simulation-Based Approach", The American Statistician, 63:2, 173–178, (2009).

See Also

check.convergence, criterion, generate, investigate, law.plot2d, law.plot3d, p.as.plot, visualize.crit

Examples

myrand <- function(n,...){cumsum(rnorm(n,...))/(1:n)}
data <- generate(randomgen=myrand,nmax=1000,M=500)$data
visualize.sp(data,main="Ten sample paths",col="grey")