rvmapply: Apply a function to multiple random vector arguments

Description

rvmapply is the rv-compatible version of mapply. It repeats the function FUN for each joint draw of the random (or constant) arguments, while allowing vectorizing.

Usage

rvmapply(FUN, …, MoreArgs=NULL, SIMPLIFY = FALSE,
USE.NAMES=TRUE, SAMPLESIZE=NULL)
  rvVectorize(FUN, vectorize.args = arg.names, SIMPLIFY = FALSE,
USE.NAMES = TRUE, SAMPLESIZE=NULL)

Arguments

FUN

the function to apply to the simulations of X.

MoreArgs

Other args passed to FUN `as is' (must not be rv objects unless the function already accepts them)

USE.NAMES

logical; see mapply for details

SIMPLIFY

logical; see mapply for details

SAMPLESIZE

if specified, takes a (joint) sample of the simulations and processes only them.

vectorize.args

a character vector of arguments which should be vectorized. Defaults to all arguments to FUN.

…

further arguments to FUN, possibly random vectors or array.

Value

Depends on FUN; a random vector or array if FUN is numeric.

Details

rvmapply applies a given function to each simulation (vector or array) of the given random vectors, returning a the results as a random vector or array. The dimensions of each joint draw are preserved. For an example, see solve, that returns the distribution of the inverse of a random matrix. Usually used in functions that implement an 'rv'-compatible routine. For an example of a function that uses SAMPLESIZE, abline.

References