Flip a coin. Success, you win 100, otherwise you lose 50. You will keep playing until you have money in your pocket a
. How can the value of a
at any it
Store the initial value of a
in a second vector, and append the new value of a
at each iteration.
a <- pocket <- 100
while (a > 0) {
if (rbinom(1, 1, 0.5) == 1) {
a <- a + 100
} else {
a <- a - 50
}
pocket <- c(pocket, a)
}
Of course a vectorised approach may be more efficient, e.g.:
n <- 1000000
x <- c(100, sample(c(100, -50), n, replace=TRUE))
cumsum(x)[1:match(0, cumsum(x))]
But there's no guarantee you'll run out of money within n
iterations (in which case you receive an error and can just look at x
to see the realised trajectory).
EDIT
In response to concerns voiced by @Roland, the following approach avoids reallocation of memory at each iteration:
n <- 1e6
a <- rep(NA_integer_, n)
a[1] <- 100L # set initial value (integer)
i <- 1 # counter
while(a[i] > 0) {
# first check whether our results will fit. If not, embiggenate `a`.
if(i==length(a)) a <- c(a, rep(NA_integer_, n))
if (rbinom(1, 1, 0.5) == 1) {
a[i+1] <- a[i] + 100L
} else {
a[i+1] <- a[i] - 50L
}
i <- i + 1
}
a[seq_len(i)]