Sim.Weights {mau}

Simulation of weights

Description

Simulation of weights employing the Dirichlet distribution. The concentration parameters for the Dirichlet distribution are tentative weights.

Usage

Sim.Weights(n, utilities, alpha)

Arguments

n

number of simulations

utilities

utility dataframe, first column is the identifier

alpha

concentration parameter for the Dirichlet distribution

Details

Taking advantage of the Dirichlet distribution properties, the weights could be simulated with a concentration around given weights.

Value

List with data.frames {simulation, weights} with total utilities and simulated weights

Author(s)

Pedro Guarderas [e-mail]

See Also

Eval.Utilities

Examples

library( data.table )
N<-10
utilities<-data.table( id = 1:N, 
                       u1 = runif( N, 0, 1 ), 
                       u2 = runif( N, 0, 1 ), 
                       u3 = runif( N, 0, 1 ),
                       u4 = runif( N, 0, 1 ) )
n<-100
alpha<-c( 0.2, 0.5, 0.1, 0.2 )
S<-Sim.Weights( n, utilities, alpha )