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R Object-oriented Programming
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We will now examine a set of S3
classes designed to implement a Monte-Carlo simulation. The example scripts include a class to generate a single simulation as well as a class to run and collect the results from multiple simulations. The simulation class includes two derived classes. One is used for simulations of a discrete stochastic process, and the other is for simulations of a stochastic differential equation.
This section is roughly divided into the following parts:
We will first examine a set of simulation classes that are designed to generate a single simulation of a stochastic system. The classes make use of a base class to manage the parameters. Two classes are derived from the base class. The first derived class is used to simulate a discrete stochastic system. The second derived class is used to approximate a stochastic differential equation.
After examining the simulation classes...
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