R/draw_lm_basic_cont.R

In LMest: Generalized Latent Markov Models

draw_lm_basic_cont <-
function(piv,Pi,Mu,Si,n){

#        [Y,yv] = draw_lm_basic(piv,Pi,Mu,Si,n)
#
# Draw a sample of size n from a Basic Latent Markov model for continuous data with parameter piv, Pi, Mu and Si

  warning("draw_lm_basic_cont function is no longer maintained. Please look at drawLMbasic function",call. = FALSE)


# Preliminaries
	if(is.vector(Mu)){
    	r = 1
    	k = length(Mu)
    	Mu = matrix(Mu,r,k)
    }else{
    	r = nrow(Mu)
    	k = ncol(Mu)
    }
	TT = dim(Pi)[3]
	if(r==1) Si = matrix(Si,r,r)
# For each subject
    Y = array(0,c(n,TT,r))
    cat("------------|\n")
    cat(" sample unit|\n")
    cat("------------|\n")
    for(i in 1:n){
    		if(i/1000==floor(i/1000)) cat(sprintf("%11g",i),"\n",sep=" | ")
    		u = k+1-sum(runif(1)<cumsum(piv))
		Y[i,1,] = rmvnorm(1,Mu[,u],Si)

   		for(t in 2:TT){
    			u = k+1-sum(runif(1)<cumsum(Pi[u,,t]))
    			Y[i,t,] = rmvnorm(1,Mu[,u],Si)
   		}
    }
    cat("------------|\n")
    	out = list(Y=Y)
}