sim_ACD | R Documentation |
Simulates a sample from a specified ACD model
and error term distribution dist
. The error terms can also be sampled from residuals. The possibility of including a diurnal seasonal component in the simulated sample is included.
sim_ACD(N = 1000, model = "ACD", dist = "exponential", param = NULL, order = NULL,
Nburn = 50, startX = c(1), startMu = c(1), errors = NULL, sampleErrors = TRUE,
roundToSec = FALSE, rm0 = FALSE, diurnalFactor = FALSE, splineObj = NULL,
open = NULL, close = NULL)
N |
sample size |
model |
the class of conditional mean duration specification. One of |
dist |
the distribution of the error terms (only if |
param |
a vector of the parameters of the DGP (data generating process). |
order |
a vector describing the order of the conditional mean duration specification, e.g. |
Nburn |
the number of burned observations. Used to lower the effect of the start values of the simulated series. |
startX |
a vector of values to start the simulation from. |
startMu |
a vector of conditional mean values to start the simulation from. |
errors |
a vector of error terms. If provided and |
sampleErrors |
logical flag, see |
roundToSec |
if |
rm0 |
if |
diurnalFactor |
if |
splineObj |
a cubic spline return by |
open |
only used if |
close |
only used if |
a numerical vector of simulated ACD durations
Markus Belfrage
x <- sim_ACD() #simulates 1000 observations from an ACD(1,1) with exp. errors as default
acdFit(x)
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