An Object-Oriented Framework for Statistical Simulation: The R Package simFrame

Andreas Alfons, Matthias Templ and Peter Filzmoser

Journal of Statistical Software, 2010, vol. 037, issue i03

Abstract: Simulation studies are widely used by statisticians to gain insight into the quality of developed methods. Usually some guidelines regarding, e.g., simulation designs, contamination, missing data models or evaluation criteria are necessary in order to draw meaningful conclusions. The R package simFrame is an object-oriented framework for statistical simulation, which allows researchers to make use of a wide range of simulation designs with a minimal effort of programming. Its object-oriented implementation provides clear interfaces for extensions by the user. Since statistical simulation is an embarrassingly parallel process, the framework supports parallel computing to increase computational performance. Furthermore, an appropriate plot method is selected automatically depending on the structure of the simulation results. In this paper, the implementation of simFrame is discussed in great detail and the functionality of the framework is demonstrated in examples for different simulation designs.

Date: 2010-11-16
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:037:i03

DOI: 10.18637/jss.v037.i03

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