WACSsimul: Performs simulations based on estimated parameters of the...

In WACS: Multivariate Weather-State Approach Conditionally Skew-Normal Generator

Description

Performs simulations based on estimated parameters of the WACS model

Usage

WACSsimul(wacspar, from, to, first.day = NULL, REJECT = FALSE)

Arguments

wacspar	Parameters of the WACS model estimated with WACSestim
from	Starting date of the simulation (format: "yyyy-mm-dd")
to	Ending date of the simulation (format: "yyyy-mm-dd")
first.day	Conditioning values for first day (optional)
REJECT	Boolean indicating whether a rejection technique is used to guarantee variables within bounds. Default is FALSE. In this case, values outside bounds are forced to the bounds.

Value

A list containing the simulation results

Note

Variables are simulated sequentially: day d is simulated conditionally on the values at day (d-1). If REJECT=TRUE, a rejection technique is used to force simulated variables within the bounds. If REJECT=FALSE, variables that could have been simulated outside the bounds are forced to the limits. The rejection technique tends to produce biases. REJECT=FALSE is thus recommended

Examples

## Not run: 
  ## Simple example
  data(ClimateSeries)
  ThisData = WACSdata(ClimateSeries)
  ThisPar  = WACSestim(ThisData)
  ThisSim  = WACSsimul(ThisPar, from="1995-01-01", to="2012-12-31")

## End(Not run)

WACS documentation built on July 1, 2020, 5:22 p.m.