如何将随机值添加到具有标准偏差的矢量,具体取决于R中的值

时间:2022-11-26 14:57:48

It's difficult to phrase the title of this question, but what is have, is a xts vector:

很难说出这个问题的标题,但有什么,是一个xts向量:

> test
                    E1      E2      E3     E4   FP5
2012-05-17 03:34:37 4045.75 4045.75 2835.5 1292 171.9

Now, I want to add the result of a normal distribution to each value of test but I want the sd argument (the standard deviation) to be the sqrt of the value itself

现在,我想将正态分布的结果添加到每个测试值,但我希望sd参数(标准偏差)是值本身的sqrt

For isntance, in a non automated method I would have:

对于isntance,在非自动化方法中我会:

test$E1 = test$E1 + rnorm(1, sd = sqrt(test$E1))
test$E2 = test$E2 + rnorm(1, sd = sqrt(test$E2))
...

Any way to do this in a simpler way?

有没有办法以更简单的方式做到这一点?

1 个解决方案

#1


2  

You can do this with apply, called on the columns of test:

您可以使用apply,在测试列上调用:

test = apply(test, 2, function(x) x+rnorm(length(x), sd=sqrt(x)))

Longer form (without one-line function syntax):

更长的形式(没有单行函数语法):

adjust.values = function(x) {
  return(x + rnorm(length(x), sd=sqrt(x)))
}
test = apply(test, 2, adjust.values)

#1


2  

You can do this with apply, called on the columns of test:

您可以使用apply,在测试列上调用:

test = apply(test, 2, function(x) x+rnorm(length(x), sd=sqrt(x)))

Longer form (without one-line function syntax):

更长的形式(没有单行函数语法):

adjust.values = function(x) {
  return(x + rnorm(length(x), sd=sqrt(x)))
}
test = apply(test, 2, adjust.values)