Repeat simulation 300 times and plot all simulations in one graph

Hello

I've created a simulation, which I want to repeat 300 times, and the plot all the 300 simulations of the series in one graph. This is my code so far:

%script
X=rvdk;
a=9.5; %estimate value for a
b=0.4; %estimate value for b
c=0; %estimate value for c
d=159.7; %estimate value for d
T=257; %number of iterations (equals the number of observations in X)
lambda=montecarlo(X,a,b,c,d,T);

My function montecarlo looks like this:

function lambda=montecarlo(X,a,b,c,d,T)

i=1:T;
y0=1;
lambda0=0;
X0=0.0044;

lambda(1)=a+b.*y0+c.*lambda0+d.*X0;
for i=1:T;
        y(i)=poissrnd(lambda(i));
lambda(i+1)=a+b.*y(i)+c.*lambda(i)+d.*X(i);
end

Now I want to carry out the montecarlo function 300 times resulting in 300 series of 257 observations (since X has 257 observations) and then I want to plot all these series in the same graph. How is this done? I've tried using nested loops, but that hasn't gotten me nowhere.

I look forward to hear from you

Answer 1

[Adam]

What have you tried with nested loops? It should just be a case of wrapping the relevant part of your code up in a loop (maybe just the call to montecarlo if the parameters don't change) something like this:

lambda = zeros(300,257);
figure; hAxes = gca;
hold( hAxes, 'on' )
for i = 1:300
   lambda(i,:) = montecarlo(X,a,b,c,d,T);
   plot( hAxes, lambda(i,:) );
end

[Kristoffer]

I've tried something like this:

function lambda=montecarlo(X,a,b,c,d,T)
k=300;
i=1:T;
y0=1;
lambda0=0;
X0=0.0044;
lambda(1)=a+b.*y0+c.*lambda0+d.*X0;

Output=zeros(257,k);
for i=1:k;
  for i=1:T;
          y(i)=poissrnd(lambda(i));
  lambda(i+1)=a+b.*y(i)+c.*lambda(i)+d.*X(i);
  end
Output(k)=??; %here I want each series simulated, to be put in column %1,2,3, etc. of my Output variable
end

Also, I tried what you just wrote which resulted in matlab printing 300 figures and crashing.

[Kristoffer]

And the parameters do not change, so a loop on the montecarlo function should do it. I just can't get it right :-)

[Adam]

Are you sure you put my code in the right place? It should only create a single figure as the figure creation is outside the for loop.

I didn't test with your actual montecarlo function, I just used rand(257,1) in it's place for my test as I don't have whatever rvdk is.

You can avoid plotting in the for loop actually though and just do:

lambda = zeros(300,257);

for i = 1:300
   lambda(i,:) = montecarlo(X,a,b,c,d,T);
end

figure; plot( lambda.' );

I simplified the plotting instruction, although personally I would favour a two liner:

figure; hAxes = gca;
hLines = plot( hAxes, lambda.' );

but that is just because I prefer plotting onto an explicit axes, especially if I may want the axes again in the future. hLines will be a length 300 array of line objects in case you need to manipulate those.

[Kristoffer]

I accidentally had some code in the bottom of the script, which resulted in a infinite recursion. I've fixed it now and your code works perfectly! Thanks a lot for your help.

Answer 2

[Prashant Arora]

lambda = zeros(300,257);

figure; hAxes = gca;

hold( hAxes, 'on' )

for i = 1:300

lambda(i,:) = montecarlo(X,a,b,c,d,T);

plot( hAxes, lambda(i,:) );

end