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.
corrcheck[i_, j_, n_] := Table[BlockRandom[SeedRandom[k]; Correlation[var[i], var[j]]], {k, n}]
then? $\endgroup$ – J. M.'s ennui♦ Sep 27 '12 at 14:10corrcheck[i_, j_, n_]
to build a list withn
simulations of correlation (10 samples each) between 2 independent bernoullis with weights defined byi
andj
, and you want that function to always return the same output for the same i,j,n ? $\endgroup$ – Rojo Sep 27 '12 at 14:16Do
loops are not necessarily bad; in fact, their syntax is identical toTable
- a functional stalwort. When a loop is necessary,Do
is typically the way to go. The biggest issue with your code is theAppendTo
command; look into useingReap
andSow
, rather thanAppend
orAppendTo
. $\endgroup$ – Mark McClure Sep 27 '12 at 14:45