estvssamp {batchmeans} | R Documentation |
Create a plot that shows how Monte Carlo estimates change with increasing sample size.
estvssamp(x, fun = mean, main = "Estimate vs Sample Size", add = FALSE, ...)
x |
a sample vector. |
fun |
a function such that E(fun(x)) is the quantity of interest. The default is |
main |
an overall title for the plot. The default is “ |
add |
logical. If |
... |
additional arguments to the plotting function. |
NULL
# Simulate a sample path of length 10,000 for an AR(1) chain with rho equal to 0.7. X = numeric(10000) X[1] = 1 for (i in 1:9999) X[i + 1] = 0.7 * X[i] + rnorm(1) # Plot MC estimates versus sample size. estvssamp(X)