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R Code
par1 <- as.numeric(par1) par2 <- as.numeric(par2) par3 <- as.numeric(par3) if (par3 > 50) par3 = 50 if (par3 < 5) par3 = 5 load('Q2.RData') maxnumsubsets <- 5 startyear <- par1 endyear <- par2 numseries <- 66 numsim <- par3 simarr <- array(NA,dim=c(numseries,length(tsarr[1,]),numsim)) lenser <- array(NA,dim=c(numseries,2,numsim)) minser <- array(NA,dim=c(numseries,2,numsim)) maxser <- array(NA,dim=c(numseries,2,numsim)) medser <- array(NA,dim=c(numseries,2,numsim)) q1ser <- array(NA,dim=c(numseries,2,numsim)) q3ser <- array(NA,dim=c(numseries,2,numsim)) for (i in 1:numseries) { dum <- tsarr[i,!is.na(tsarr[i,])] lenser[i,1,1] <- length(dum) minser[i,1,1] <- min(dum) maxser[i,1,1] <- max(dum) medser[i,1,1] <- median(dum) q1ser[i,1,1] <- quantile(dum,0.25) q3ser[i,1,1] <- quantile(dum,0.75) omean <- mean(tsarr[i,],na.rm=TRUE) osd <- sd(tsarr[i,],na.rm=TRUE) for (jj in 1:numsim) { dum <- rnorm(lenser[i,1,1],omean,osd) for (j in 1:lenser[i,1,1]) { simarr[i,j,jj] <- dum[j] } dum <- simarr[i,!is.na(simarr[i,,jj]),jj] lenser[i,2,jj] <- length(dum) minser[i,2,jj] <- min(dum) maxser[i,2,jj] <- max(dum) medser[i,2,jj] <- median(dum) q1ser[i,2,jj] <- quantile(dum,0.25) q3ser[i,2,jj] <- quantile(dum,0.75) } } iqr1<-(rep(q3ser[,1,1],numsim)-rep(q1ser[,1,1],numsim)) iqr2<-(c(q3ser[,2,])-c(q1ser[,2,])) bitmap(file='figure1.png') op <- par(mfrow=c(3,3)) hist(lenser[,1,1],main='',xlab='length of QRW') hist(medser[,1,1],main='',xlab='median of QRW') hist(maxser[,1,1]-minser[,1,1],main='',xlab='range of QRW') hist(minser[,1,1],main='',xlab='min of QRW') hist(maxser[,1,1],main='',xlab='max of QRW') hist(q3ser[,1,1]-q1ser[,1,1],main='',xlab='IQR of QRW') plot(rep(minser[,1,1],numsim),c(minser[,2,]),xlab='min of QRW',ylab='min of RW') plot(rep(maxser[,1,1],numsim),c(maxser[,2,]),xlab='max of QRW',ylab='max of RW') plot(iqr1,iqr2,xlab='IQR of QRW',ylab='IQR of RW') par(op) dev.off() Compute

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