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R code for the Monte Carlo simulation to test different estimators

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MLenaBleile/Monte_Carlo_Estimators

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Monte_Carlo_Estimators

R code for the Monte Carlo simulation to test different estimators

So far, I've written functions to generate 6 of the 8 required estimators, and to generate data from 5 of the 7 required models. I've also written functions that can take M and a model and generate the estimators for 4 different values of n, then from that generate the Bias, Variance and MSE. However the model choice still needs to be adjusted manually in the function and should be automatized.

Also, I used some for loops which get the job done for now but may not be super efficient.

In summary, To Do (in order of importance):

  • Write functions in gen_estimators to generate remaining models
  • Write functions in gen_estimators to compute the reamining estimators, and add their names to the appropriate vector in main.R
  • Automate rotation through models
  • Increase efficiency by eliminating loops

Looking forward to your input. Thank you!!

I have created a new code file. In the new file I created user - defined functions for R- trimmed mean, R- winsorized mean and R-linearly weighted mean.

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R code for the Monte Carlo simulation to test different estimators

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