ConvergenCeconcepts: an R package to investigate various modes of convergence

Pierre Lafaye de Micheaux*, Benoit Liquet

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)18-25
Number of pages8
JournalThe R journal
Volume1
Issue number2
DOIs
Publication statusPublished - Dec 2009
Externally publishedYes

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