Convergence concepts: an R package to investigate various modes of convergence

Lafaye de Micheaux, Pierre and Liquet, Benoit (2009) Convergence concepts: an R package to investigate various modes of convergence. The R Journal, 1 2: 18-25.

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Author Lafaye de Micheaux, Pierre
Liquet, Benoit
Title Convergence concepts: an R package to investigate various modes of convergence
Journal name The R Journal   Check publisher's open access policy
ISSN 2073-4859
Publication date 2009-12-18
Sub-type Article (original research)
Open Access Status File (Publisher version)
Volume 1
Issue 2
Start page 18
End page 25
Total pages 8
Place of publication Vienna, Austria
Publisher Technische Universitaet Wien Institut fuer Statistik und Wahrscheinlichkeitstheorie
Language eng
Abstract ConvergenceConcepts is an R package, built upon the tkrplot, tcltk and lattice packages, designed to investigate the convergence of simulated sequences of random variables. Four classical modes of convergence may be studied, namely: almost sure convergence (a.s.), convergence in probability (P), convergence in law (L) and convergence in r-th mean (r). This investigation is performed through accurate graphical representations. This package may be used as a pedagogical tool. It may give students a better understanding of these notions and help them to visualize these difficult theoretical concepts. Moreover, some scholars could gain some insight into the behaviour of some random sequences they are interested in.
Q-Index Code C1
Q-Index Status Provisional Code
Institutional Status Non-UQ

Document type: Journal Article
Sub-type: Article (original research)
Collection: School of Mathematics and Physics
 
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Created: Fri, 13 Sep 2013, 16:16:17 EST by Kay Mackie on behalf of School of Mathematics & Physics