Stochastic Simulation and Statistics in Tidyverse
- Random Number Generation
- Statistical Test
- Discrete Random Variable Generation
- Continuous Random Variable Generation
- Discrete Event Simulation
- Variance Reduction
- Markov Chain Monte Carlo Simulation
- Annealing Mat-heuristics Optimization
- Bootstrap
The algorithm and analysis is shared in edxu96/RandomWalk2dim.m.
The result from MCMC simulation using Gibbs Sampler and sample space processed by this algorithm is quite satisfying. The red points indicate the theoretical values, which are almost all the same as the simulation results.
