draw_lm_basic_cont: Draw samples from the basic LM model for continuous outcomes

In LMest: Generalized Latent Markov Models

Draw samples from the basic LM model for continuous outcomes

Description

Function that draws samples from the basic LM model for continuous outcomes with specific parameters.

The function is no longer maintained. Please look at drawLMbasiccont function.

Usage

draw_lm_basic_cont(piv, Pi, Mu, Si, n)

Arguments

piv	vector of initial probabilities of the latent Markov chain
Pi	set of transition probabilities matrices (k x k x TT)
Mu	matrix of conditional means for the response variables (r x k)
Si	var-cov matrix common to all states (r x r)
n	sample size

Value

Y	array of continuous outcomes (n x TT x r)

Author(s)

Francesco Bartolucci, Silvia Pandolfi, University of Perugia (IT), http://www.stat.unipg.it/bartolucci

Examples

## Not run: 

# draw a sample for 1000 units and 3 response variable
n <- 1000
TT <- 5
k <- 2
r <- 3 #number of response variables

piv <- c(0.7,0.3)
Pi <- matrix(c(0.9,0.1,0.1,0.9), k, k)
Pi <- array(Pi, c(k, k, TT))
Pi[,,1] <- 0
Mu <- matrix(c(-2,-2,0,0,2,2), r, k)
Si <- diag(r)
out <- draw_lm_basic_cont(piv, Pi, Mu, Si, n)

## End(Not run)

LMest documentation built on Aug. 27, 2023, 5:06 p.m.