Random draws from conditional multinomial distribution
1 回表示 (過去 30 日間)
古いコメントを表示
I have to simulate data for 100 agents over 10,000 time periods for a variable, x. The initial value of x at time 0 for all agents is 0. The distribution of is a multinomial distribution, conditional on the past period's value, . Basically, can remain unchanged with probability 0.2, increase by 2571 with probability 0.5, increase by 2571*2 with probability 0.2, and increase by 2571*3 with probability 0.1, at any period. can never be lower than . How do I generate random values for this distribution?
I have tried:
x = mnrnd()
command, but I can't fit it to these specifications. Any help would be greatly appreciated!
0 件のコメント
採用された回答
Alan Stevens
2021 年 10 月 26 日
Something like
u = rand(1)
if u<0.2
d = 0;
elseif u<0.7
d = 2571;
elseif u<0.9
d = 2571^2;
else
d = 2571^3;
end
x(t) = x(t-1) + d;
(the last line assumes t is an integer).
5 件のコメント
Alan Stevens
2021 年 10 月 26 日
function xnew = fn(x,t)
u = rand;
if u<0.2
d = 0;
elseif u<0.7
d = 2571;
elseif u<0.9
d = 2571^2;
else
d = 2571^3;
end
x(t) = x(t-1) + d;
end
Note that functions go at the end of a script.
その他の回答 (0 件)
参考
カテゴリ
Help Center および File Exchange で Financial Toolbox についてさらに検索
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!