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10sp100N_sim.Rdump
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10sp100N_sim.Rdump
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N <- 100
S <- 10
y <-
structure(c(0.5, 2.41998227929858, 3.80269211953717, 4.99587289720738, 6.13690670605941, 7.24588121164444,
8.33093836456913, 9.39686503729871, 10.4464616416621, 11.4821874120991, 12.5054527560366, 13.5176543880412,
14.5199043134476, 15.5129016997141, 16.4975245911798, 17.4743084440073, 18.443844174846, 19.4065279750068,
20.3628013282461, 21.3130394190419, 22.257619451668, 23.1966467342032, 24.1305961413794, 25.0596423488538,
25.9838587037835, 26.9033936680269, 27.8188845137525, 28.7301356905086, 29.6374170145981, 30.540875206901,
31.4404074082297, 32.3364602797531, 33.2289746116182, 34.1182383428513, 35.004035758833, 35.8867827626085,
36.7662432846645, 37.6356099670196, 37.8655682119004, 37.0793190644071, 34.3482894370629, 14.4039737420131,
5.96113017147824, 4.87651866134046, 4.29446250660924, 3.91414030729692, 3.6487873385717, 3.44716839390082,
3.28744934162281, 3.15939700710213, 3.05551882111404, 2.96710997735567, 2.89047408365107, 2.82371425932741,
2.76556016011826, 2.71311826761854, 2.66539529204824, 2.62164228045629, 2.5821942714086, 2.54775254231492,
2.51682830117305, 2.48882425478729, 2.46540377684352, 2.44524313368022, 2.42698885810145, 2.41070436470816,
2.39651310518452, 2.38440601196697, 2.37423564864527, 2.36564745842759, 2.35819341015074, 2.35180554789635,
2.34644378026814, 2.34208736398126, 2.338568130933, 2.3357267360003, 2.33335286883887, 2.3313906849717,
2.32980301507266, 2.32861773350349, 2.32775617488187, 2.32719969551783, 2.32687563651056, 2.32676231135716,
2.32675173497897, 2.32675175673307, 2.32675175673289, 2.32675175673289, 2.32675175673289, 2.32675175673289,
2.32675175673289, 2.32675175673289, 2.32675175673289, 2.32675175673289, 2.32675175673289, 2.32675175673289,
2.32675175673289, 2.32675175673289, 2.32675175673289, 2.32675175673289, 0.5, 0.5, 0.540610211127221,
0.705570034408804, 0.907822401819632, 1.13026154896892, 1.3673823331385, 1.61628928606859, 1.8752188891638,
2.14286622238641, 2.41835638853727, 2.70080459547597, 2.98970193051987, 3.28450299788159, 3.58479556721225,
3.89016633165222, 4.20030913085364, 4.5149593347877, 4.83388496277713, 5.15682738447057, 5.4836159104188,
5.81404319110747, 6.14789921722691, 6.4851539809027, 6.82556008300011, 7.16912847048658, 7.51560654751315,
7.86478895034685, 8.21684743211493, 8.57154438901076, 8.9287821859923, 9.28851475400085, 9.65070937898877,
10.0151496838801, 10.3818630742159, 10.7507867444645, 11.1219185989843, 11.4950649496578, 11.8739366195204,
12.258260007301, 12.6470631389641, 13.0411766104392, 13.4459696436345, 13.8586078025325, 14.2776232755069,
14.7128695950145, 15.161226512318, 15.6195146030634, 16.0863987973254, 16.5689335695293, 17.0798436637041,
17.6063165687275, 18.1457665963763, 18.7095940104012, 19.3225538471274, 19.9603620700952, 20.6167431078343,
21.2887327261612, 21.9927631524045, 22.7915861366907, 23.6498840921832, 24.5280636523632, 25.4628851639392,
26.47396518062, 27.571302007448, 28.7406672160139, 29.9508640401328, 31.2043869039963, 32.5006054546212,
33.8491346692426, 35.2766898606114, 36.8184167444779, 38.5048573862347, 40.3001456775061, 42.153393905203,
44.0737019594279, 46.079018351181, 48.1555486115233, 50.2630459921776, 52.4834529995257, 54.9529707953265,
57.8646379580431, 61.2733306759664, 65.4097583867235, 71.6121588925776, 75.6258983268031, 78.9565301838284,
81.9117269719012, 84.609202925033, 87.1125143080674, 89.4633006671067, 91.6925202087614, 93.8270875672773,
95.8915242287145, 97.9102075654446, 99.9109299000896, 101.910930827631, 103.910930711107, 105.910930733978,
107.910930737774, 0.5, 1.07447925842379, 1.78549597471667, 2.37392256358795, 2.9339973848323, 3.47848183757441,
4.01193827704609, 4.53697123751068, 5.05511119848334, 5.56732805917487, 6.07452190830345, 6.57732312688178,
7.07616101422921, 7.57139760404603, 8.06348112664899, 8.55248458761038, 9.03887154534876, 9.522705740305,
10.0042419247833, 10.4835289676154, 10.9607992109286, 11.4360395620887, 11.9095282424785, 12.3813648474344,
12.8514938050044, 13.3201024723142, 13.787300431681, 14.2529865801003, 14.7172602108478, 15.1802857105105,
15.6421035165256, 16.1026599471768, 16.5622992338336, 17.0206123586767, 17.4778094120889, 17.9341374349189,
18.3895102293731, 18.8460992430764, 19.5061610964357, 20.5149956985138, 22.2744327733878, 30.7853931049249,
35.853197750821, 35.5602085309875, 33.4540052269813, 22.6948637019869, 7.05566089686784, 5.86626598081866,
5.20278201184117, 4.76540903957699, 4.46227693822242, 4.23226825589314, 4.04703277603197, 3.89646091489069,
3.77336466874329, 3.6672719235275, 3.57381140101167, 3.49026188090658, 3.41651356646085, 3.35351978264583,
3.29748191855257, 3.24728368237441, 3.2053164448279, 3.16970689707281, 3.1377015488625, 3.10919512614336,
3.08423362801263, 3.06285040433136, 3.04485430884104, 3.02976255128971, 3.01665011424651, 3.00532693442153,
2.99572794465807, 2.9877557728432, 2.9812722414644, 2.97608305336571, 2.97171876495459, 2.96806571900824,
2.96504272656175, 2.96264799534838, 2.96084329160505, 2.95956015333315, 2.95872489797195, 2.95831894266597,
2.95814315298598, 2.95814499552905, 2.95814463476594, 2.95814463477939, 2.95814463477939, 2.95814463477939,
2.95814463477939, 2.95814463477939, 2.95814463477939, 2.95814463477939, 2.95814463477939, 2.95814463477939,
2.95814463477939, 2.95814463477939, 2.95814463477939, 2.95814463477939, 0.5, 0.767559082807506, 1.29458749021188,
1.73379704850482, 2.15326853553426, 2.56199148744839, 2.96309461714721, 3.35817369237002, 3.7483233816984,
4.13427990088963, 4.51649078596692, 4.89551292516919, 5.27152520390991, 5.64498268002272, 6.01593889903821,
6.38466840098831, 6.7512928269054, 7.11607639822767, 7.47899378357998, 7.84031177512111, 8.19992441913063,
8.55812404809152, 8.91480105432615, 9.27019977900774, 9.62434044356992, 9.97725653669202, 10.3289634405299,
10.6795907554986, 11.0292114032864, 11.3776269449831, 11.7251028843804, 12.0717093776646, 12.417340151625,
12.7622180457702, 13.1061257167571, 13.4491488728452, 13.7913890796678, 14.1341258814253, 14.5712251078706,
15.1695031349278, 16.0860979408289, 17.8713588882811, 19.7257781681292, 21.0723977682556, 22.9699268380474,
28.8964836203293, 36.644115110805, 36.199731328643, 33.6240281420178, 9.92253451424763, 7.38865495147268,
6.45349526145832, 5.87959478334882, 5.47266964364635, 5.17837470633881, 4.94692931095245, 4.75473661082802,
4.59197747648148, 4.45421739215837, 4.34070896680006, 4.24204999569528, 4.15504522425001, 4.08286018786793,
4.02242036120739, 3.96902926333765, 3.92160069802381, 3.88009160619442, 3.84443699579001, 3.81440621633896,
3.78928950547558, 3.76774219536166, 3.74891590384858, 3.73281020889852, 3.71932298156159, 3.70824144287512,
3.69929485936841, 3.69192280561485, 3.685629649243, 3.68035624787123, 3.67606189688155, 3.67266829939601,
3.67011767785942, 3.66833659770993, 3.66726507636863, 3.66672698302486, 3.66653270889758, 3.66655176426055,
3.66655174140281, 3.66655174140075, 3.66655174140075, 3.66655174140075, 3.66655174140075, 3.66655174140075,
3.66655174140075, 3.66655174140075, 3.66655174140075, 3.66655174140075, 3.66655174140075, 3.66655174140075,
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2.344320970512, 2.66884878423587, 2.99051061467863, 3.30964012939954, 3.62654764985272, 3.94134470986415,
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23.156008787302, 33.8058695077737, 35.4311340220597, 35.2959271472684, 33.9394136925612, 29.1876002068816,
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32.0993765114889, 11.4093860634215, 9.78730441525051, 8.95562168894178, 8.39123023857459, 7.98277004709655,
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11.0820868960664, 10.6233561554578, 10.273378989462, 10.001154920204, 9.78809072770484, 9.61739729324029,
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8.78360611288378, 8.78360611288378, 8.78360611288378, 8.78360611288378, 0.5, 0.5, 0.665961789501211,
0.900591478426231, 1.14736028551013, 1.40103668419879, 1.65950895881813, 1.92151848495628, 2.18639949340185,
2.45355903688574, 2.72265651577636, 2.99340644011139, 3.26552992936197, 3.53892010470825, 3.81339785605169,
4.08885790914562, 4.36519669210336, 4.64228694711993, 4.92005864934889, 5.19855086288746, 5.4775606299427,
5.75719317059786, 6.03729911105004, 6.31782669362746, 6.59883326857835, 6.88014855977715, 7.16188776768815,
7.44397982313768, 7.72636823384427, 8.00909807135947, 8.29207600000037, 8.57533509303762, 8.85883023733972,
9.14258333667787, 9.42647567480811, 9.71063104172631, 9.99501852326048, 10.2797669162677, 10.5825987359433,
10.8959951575715, 11.2127496780498, 11.5357195974825, 11.887989190704, 12.2580845189156, 12.63499074206,
13.043391505318, 13.4936799519791, 13.9707071041667, 14.4581725386008, 14.9658173006648, 15.5305838471306,
16.1605168301283, 16.8514950914809, 17.5718162506874, 18.381002848353, 19.312141921234, 20.4120407395536,
21.7058578700542, 23.1698764881098, 24.5216055844038, 25.8901047759658, 27.6378138529455, 30.713828612826,
38.3007434500272, 39.1669637399237, 38.9243336134964, 37.8452937704359, 35.3341682785162, 17.7880141484297,
15.9458771934792, 15.0030111283697, 14.406177025407, 13.9769732589808, 13.6280386123309, 13.3420656685588,
13.1090096275867, 12.921066822544, 12.7721616483181, 12.6545001075573, 12.5557395262528, 12.4686771409594,
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12.152132297525, 12.1420732239667, 12.1376348933523, 12.136838428728, 12.1367954483251, 12.1367947617537,
12.1367949078778, 12.1367949078699, 12.1367949078706, 12.1367949078706, 12.1367949078706, 12.1367949078706,
12.1367949078706, 0.5, 0.5, 0.607281483824307, 0.81515160607038, 1.04373713020189, 1.2839217342204, 1.53236143622619,
1.78718436879525, 2.04723550781695, 2.31170610828293, 2.58001617857982, 2.85168034031099, 3.12633197000954,
3.40364096623953, 3.68337761047479, 3.96540131379415, 4.24940460649133, 4.5352975861412, 4.8229756099502,
5.11225628011558, 5.40310953941671, 5.6953574978128, 5.98899295189883, 6.28385292754948, 6.57995380781393,
6.87724403492267, 7.17553025710241, 7.47488029008671, 7.77522589846209, 8.07658225188827, 8.37876553921042,
8.681822577339, 8.98569183674773, 9.29037373099674, 9.5958999329459, 9.90207372417819, 10.2090823624273,
10.5168736353452, 10.8360172541954, 11.1609938275655, 11.4891703005854, 11.8231372305801, 12.1766106939205,
12.5383449741221, 12.9055752772827, 13.2975238496803, 13.7123792447982, 14.1379742315833, 14.571962117075,
15.0233660883261, 15.5213981031219, 16.0514773034629, 16.5951557741488, 17.1637569182371, 17.8015787617442,
18.505314244242, 19.2540181443858, 20.0234569734977, 20.8154073834325, 21.7138459765667, 22.738594344099,
23.9106414587351, 25.2150025367433, 26.6528614313393, 28.1426061205308, 29.6112219278936, 31.4076058221977,
34.2992833099842, 40.8838737539758, 42.5478513629149, 43.2796067026945, 43.5067478459971, 43.2343347442653,
42.3185435131111, 40.3057559260166, 25.8868255099505, 23.6088778031792, 22.4683645378014, 21.745548620501,
21.248873430047, 20.8759109776935, 20.5561085207481, 20.2801169625495, 20.0449798442159, 19.8473618848983,
19.6846407885999, 19.5538278165595, 19.4526094517812, 19.3782580792098, 19.3282167034358, 19.2986975434799,
19.2857316192232, 19.2831111494816, 19.2831792249623, 19.2831782852761, 19.2831783740868, 19.2831783740862,
19.2831783740863, 19.2831783740863, 19.2831783740863, 0.5, 0.5, 0.571679226831681, 0.759475342122393,
0.975337471058676, 1.2067410771455, 1.44929245893372, 1.70067005302204, 1.95938355425079, 2.22441340872519,
2.49503344736324, 2.77058480956486, 3.05057522918458, 3.33462153475036, 3.62238597653106, 3.91364382985585,
4.20797311043051, 4.50538403707044, 4.80558271152119, 5.108349307978, 5.41359392617819, 5.72125648582127,
6.03105572465225, 6.34298661684781, 6.65696868463733, 6.97292300316273, 7.29061520923352, 7.61006514542127,
7.93128321782535, 8.25409052346203, 8.57847728017961, 8.90441938281237, 9.23173107946832, 9.56050145135389,
9.89061043812572, 10.2220834742979, 10.5548341239553, 10.8889172982914, 11.2307420058351, 11.5778471903971,
11.9285793300623, 12.2847191907552, 12.6548256234596, 13.0322838481746, 13.4153072113953, 13.8186957867184,
14.2371734679417, 14.6651399125128, 15.1008199111622, 15.5532860338044, 16.0427807926738, 16.5499908948722,
17.0691312003924, 17.6125969523067, 18.2158504980996, 18.8557949594663, 19.5145829306117, 20.1867932905112,
20.8892436980522, 21.6898200502456, 22.5866030944981, 23.5276120751373, 24.5162564834905, 25.5688444383301,
26.7150855718608, 27.9977889485422, 29.4127558739604, 30.8807612262657, 32.4077777135511, 33.9516168484083,
35.3584547793963, 36.7448440665794, 38.2738071757161, 40.2168740931886, 43.0946208653446, 49.1563275370303,
51.872908133262, 53.3180739410381, 54.2669798292576, 54.845669658968, 55.0281657052599, 54.6929007837001,
53.7951964277048, 51.9388494753951, 37.4480105910856, 35.6471359222716, 34.4820092618452, 33.649708568393,
33.0381234953448, 32.5894971240236, 32.2690253652729, 32.0528148519923, 31.9208686529221, 31.8563637718263,
31.8376813765018, 31.8369589508765, 31.8369580279962, 31.8369581424641, 31.8369581229607, 31.8369581128818),
.Dim = c(100, 10))
T <- 100
ts <-
c(1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29,
30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58,
59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87,
88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100)
J <- 2
R <-
structure(c(60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60,
60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60,
60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60,
60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 60, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16,
17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40, 41, 42, 43, 44, 45,
46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 62, 63, 64, 65, 66, 67, 68, 69, 70, 71, 72, 73, 74,
75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 85, 86, 87, 88, 89, 90, 91, 92, 93, 94, 95, 96, 97, 98, 99, 100),
.Dim = c(100, 2))
mu_true <-
c(0.5, 0.56, 0.61, 0.67, 0.72, 0.78, 0.83, 0.89, 0.94, 1)