ConvergenceConcepts: An R Package to Investigate Various Modes of Convergence

Authors

Pierre Lafaye de Micheaux, Université de Montréal
Benoit Liquet, University Bordeaux 2

Date of this Version

12-2009

Document Type

Article

Citation

The R Journal (December 2009) 1(2)

Comments

Copyright 2009, The R Foundation. Open access material. License: CC BY 3.0 Unported

Abstract

ConvergenceConcepts is an R pack age, 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 ac curate 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.