dyadic {mcsm} | R Documentation |
Using dyadic replicas of a uniform sample, when evaluating the mean of h(x)=(cos(50*x) +sin(20*x))^2, this function shows the corresponding improvement in variance. The parameter q is used to break the unit interval into 2^q blocks where a transform of the original uniform sample is duplicated.
dyadic(N = 10^4,q=4)
N |
final number of simulations |
q |
number of dyadic levels |
Produces a plot comparing the qth and (2q)th dyadic improvements with the original.
Christian P. Robert and George Casella
From Chapter 4 of EnteR Monte Carlo Statistical Methods
dyadic(N=10^2,q=5)