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Arthur Danjou
2024-10-09 14:46:22 +02:00
parent fc0b87a405
commit aeb5314b8b
3 changed files with 5 additions and 9 deletions
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2
M1/Monte Carlo Methods/Exercise2.rmd
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@@ -42,5 +42,5 @@ for (j in (1:n)) {
i <- 1 i <- 1
} }
hist(S, freq = FALSE) hist(S, freq = FALSE)
# curve(dpois(S, lambda = 4), add = TRUE, col = "red") curve(dpois(S, lambda = 4), add = TRUE, col = "red")
``` ```

2
M1/Monte Carlo Methods/Exercise3.rmd
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@@ -12,6 +12,6 @@ BM <- function(n) {
n <- 10e4 n <- 10e4
X <- BM(n) X <- BM(n)
hist(X, breaks = 100, freq = FALSE) hist(X, breaks = 50, freq = FALSE)
curve(dnorm(x), add = TRUE, col = "red") curve(dnorm(x), add = TRUE, col = "red")
``` ```

10
M1/Monte Carlo Methods/Exercise6.rmd
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@@ -2,21 +2,17 @@
```{r} ```{r}
f <- function(x) { f <- function(x) {
return( 2 / pi * sqrt(1 - x^2) * (x >= -1 & x <= 1)
(2 / pi * sqrt(1 - x^2)) * (x >= -1 & x <= 1)
)
} }
n <- 10000 n <- 10000
M <- 4 / pi M <- 4 / pi
g <- function(x) { g <- function(x) {
return( 1 / 2 * (x >= -1 & x <= 1)
1 / 2 * (x >= -1 & x <= 1)
)
} }
x <- NULL x <- numeric(0)
while (length(x) < n) { while (length(x) < n) {
U <- runif(1) U <- runif(1)
X <- runif(1, -1, 1) X <- runif(1, -1, 1)