mccut function

Evaluates a Two-Dimensional Monte Carlo Model in a Loop.

evalmccut evaluates a Two-Dimensional Monte Carlo model using a loop on the uncertainty dimension. Within each loop, it calculates statistics in the variability dimension and stores them for further analysis. It allows to evaluate very high dimension models using (unlimited?) time instead of (limited) memory.

mcmodelcut builds a mcmodelcut object that can be sent to evalmccut .

evalmccut(model, nsv=ndvar(), nsu=ndunc(), seed=NULL, ind="index")
## S3 method for class 'mccut'
print(x, lim=c(0.025, 0.975), digits=3, ...)
mcmodelcut(x, is.expr=FALSE)

Examples

modEC3 <- mcmodelcut({

## First block:
## Evaluates all the 0, V and U nodes.
 { cook <- mcstoc(rempiricalD, type = "V", values = c(0, 1/5, 
 1/50), prob = c(0.027, 0.373, 0.6))
 serving <- mcstoc(rgamma, type = "V", shape = 3.93, rate = 0.0806)
 conc <- mcstoc(rnorm, type = "U", mean = 10, sd = 2)
 r <- mcstoc(runif, type = "U", min = 5e-04, max = 0.0015)
 }
## Second block:
## Evaluates all the VU nodes
## Leads to the mc object. 
 {
 expo <- conc * cook * serving
 dose <- mcstoc(rpois, type = "VU", lambda = expo)
 risk <- 1 - (1 - r)^dose
 res <- mc(conc, cook, serving, expo, dose, r, risk)
 }
## Third block:
## Leads to a list of statistics: summary, plot, tornado
## or any function leading to a vector (et), a list (minmax), 
## a matrix or a data.frame (summary)
 {
 list(
 sum = summary(res), 
 plot = plot(res, draw=FALSE), 
 minmax = lapply(res, range)
 )
 }
})

x <- evalmccut(modEC3, nsv = 101, nsu = 101, seed = 666)
summary(x)

Arguments

• model: a mcmodelcut object obtained using mcmodelcut function or (directly) a valid call including three blocks. See Details and Examples for the structure of the call.

• x: a call or an expression (if is.expr=TRUE ) including three blocks. See Details and Examples for the structure of the call.

• nsv: The number of simulations for variability used in the evaluation.

• nsu: The number of simulations for uncertainty used in the evaluation.

• seed: The random seed used for the evaluation. If NULL

  the seed is unchanged.

• ind: The variable name used in model to refers to the uncertainty. see Details and Example.

• is.expr: FALSE to send a call, TRUE to send an expression (see mcmodel examples)

• lim: A vector of values used for the quantile function (uncertainty dimension).

• digits: Number of digits in the print.

• ...: Additional arguments to be passed in the final print function.

Details

This function should be used for high dimension Two-Dimensional Monte-Carlo simulations, when the memory limits of are attained. The use of a loop will take (lots of) time, but less memory.

x (or model if a call is used directly in evalmccut ) should be built as three blocks, separated by { .

1. The first block is evaluated once (and only once) before the first loop (step 1).
2. The second block, which should lead to an mc object, is evaluated using nsu = 1 (step 2).
3. The third block is evaluated on the mc object. All resulting statistics are stored (step 3).
4. The steps 2 and 3 are repeated nsu times. At each iteration, the values of the loop index (from 1 to nsu ) is given to the variable specified in ind .
5. Finally, the nsu statistics are returned in an invisible object of class mccut .

Understanding this, the call should be built like this: {{block 1}{block 2}{block 3}}

1. The first block (maybe empty) is an expression that will be evaluated only once. This block should evaluate all "V" mcnode

   and "0" mcnode s. It may evaluate and "U" mcnode that will be sent in the second and third block by column, and, optionaly, some other codes (even "VU" mcnode , sent by columns) that can not be evaluated if ndunc=1 (e.g. sampling without replacement in the uncertainty dimension).

2. The second block is an expression that leads to the mc

   object. It must end with an expression as mymc \<- mc(...) . The variable specified as ind may be helpful to refer to the uncertainty dimension in this step

3. The last block should build a list of statistics refering to the mc object. The function summary should be used if a summary, a tornado on uncertainty (tornadounc.mccut) or a convergence diagnostic converg is needed, the function plot.mc should be used if a plot is needed, the function tornado should be used if a tornado is needed. Moreover, any other function that leads to a vector, a matrix, or a list of vector/matrix of statistics evaluated from the mc object may be used. list are time consuming.

IMPORTANT WARNING: do not forget to affect the results, since the print method provide only a summary of the results while all data may be stored in an mccut object.

Returns

An object of class mccut . This is a list including statistics evaluated within the third block. Each list consists of all the nsu values obtained. The print.mccut method print the median, the mean, the lim quantiles estimated on each statistics on the uncertainty dimension.

See Also

evalmcmod

Note

The methods and functions available on the mccut object is function of the statistics evaluated within the third block:

• a print.mccut is available as soon as one statistic is evaluated within the third block;

• a summary.mccut and a tornadounc.mccut are available if a summary.mc is evaluated within the third block;

• converg may be used if a summary.mc

  is evaluated within the third block;

• a plot.mccut is available if a plot.mc is evaluated within the third block. (Do not forget to use the argument draw = FALSE in the third block);

• a tornado is available if a tornado

  is evaluated within the third block.

The seed is set at the beginning of the evaluation. Thus, the complete similarity of two evaluations is not certain, depending of the structure of your model. Moreover, with a similar seed, the simulation will not be equal to the one obtained with evalmcmod since the random samples will not be obtained in the same order.

In order to avoid conflicts between the model evaluation and the function, the function uses upper case variables. Do not use upper case variables in your model.

The function should be re-adapted if a new function to be applied on mc objects is written.