How to conduct a simulation study

This is an example/template of a simple simulation study in R.

In this example, we want to estimate the performance of a kernel-based estimator of the conditional mean.

It is composed of the following files:

• functions.R: contains the functions necessary to do the estimation.

• simulation.R: the R script to run to do the simulations and save them as a csv file.

• loadingData.R: the R script that read the csv file and process it.

• analysingSimulations.Rmd: the R Markdown script that produces the figures and tables.