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SimDesign (version 2.3)

Structure for Organizing Monte Carlo Simulation Designs

Description

Provides tools to help safely and efficiently organize Monte Carlo simulations in R. The package controls the structure and back-end of Monte Carlo simulations by utilizing a general generate-analyse-summarise strategy. The functions provided control common simulation issues such as re-simulating non-convergent results, support parallel back-end and MPI distributed computations, save and restore temporary files, aggregate results across independent nodes, and provide native support for debugging. For a pedagogical introduction to the package refer to Sigal and Chalmers (2016) , and for an in-depth overview of the package and its design philosophy see Chalmers and Adkins (2020) .

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Install

install.packages('SimDesign')

Monthly Downloads

8,027

Version

2.3

License

GPL (>= 2)

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Maintainer

Phil Chalmers

Last Published

April 7th, 2021

Functions in SimDesign (2.3)

BF_sim

Example simulation from Brown and Forsythe (1974)
Analyse

Compute estimates and statistics
IRMSE

Compute the integrated root mean-square error
CC

Compute congruence coefficient
EDR

Compute the empirical detection rate for Type I errors and Power
Attach

Attach the simulation conditions for easier reference
ECR

Compute empirical coverage rates
MAE

Compute the mean absolute error
Generate

Generate data
BF_sim_alternative

(Alternative) Example simulation from Brown and Forsythe (1974)
SimAnova

Function for decomposing the simulation into ANOVA-based effect sizes
SimClean

Removes/cleans files and folders that have been saved
SimExtract

Function to extract extra information from SimDesign objects
Summarise

Summarise simulated data using various population comparison statistics
rint

Generate integer values within specified range
Serlin2000

Empirical detection robustness method suggested by Serlin (2000)
SimDesign

Structure for Organizing Monte Carlo Simulation Designs
SimShiny

Generate a basic Monte Carlo simulation GUI template
rejectionSampling

Rejection sampling (i.e., accept-reject method)
RMSE

Compute the (normalized) root mean square error
SimFunctions

Template-based generation of the Generate-Analyse-Summarise functions
add_missing

Add missing values to a vector given a MCAR, MAR, or MNAR scheme
MSRSE

Compute the relative performance behavior of collections of standard errors
SimResults

Function to read in saved simulation results
RD

Compute the relative difference
RE

Compute the relative efficiency of multiple estimators
rinvWishart

Generate data with the inverse Wishart distribution
RAB

Compute the relative absolute bias of multiple estimators
rmgh

Generate data with the multivariate g-and-h distribution
boot_predict

Compute prediction estimates for the replication size using bootstrap MSE estimates
rmvnorm

Generate data with the multivariate normal (i.e., Gaussian) distribution
bias

Compute (relative/standardized) bias summary statistic
rHeadrick

Generate non-normal data with Headrick's (2002) method
aggregate_simulations

Collapse separate simulation files into a single result
quiet

Suppress function messages and Concatenate and Print (cat)
createDesign

Create the simulation Design object
rValeMaurelli

Generate non-normal data with Vale & Maurelli's (1983) method
rmvt

Generate data with the multivariate t distribution
rtruncate

Generate a random set of values within a truncated range
rbind.SimDesign

Combine two separate SimDesign objects by row
reSummarise

Run a summarise step for results that have been saved to the hard drive
runSimulation

Run a Monte Carlo simulation given a data.frame of conditions and simulation functions