carxSimCenTS: simulate a sample 'cenTS' data for 'carx'

In carx: Censored Autoregressive Model with Exogenous Covariates

Description

Use provided parameters and other settings to simulate a series of data as a cenTS object.

Usage

carxSimCenTS(nObs = 200, prmtrAR = c(-0.28, 0.25), prmtrX = c(0.2, 0.4),
  sigma = 0.6, lcl = -1, ucl = 1, x = NULL, seed = NULL,
  value.name = "y", end.date = Sys.Date(), inno.dist = c("normal", "t"),
  t.df = 5, intercept = 0)

Arguments

nObs	number of observations to be simulated.
prmtrAR	the AR parameter.
prmtrX	the regression parameters for X.
sigma	the innovation standard deviation for the AR process.
lcl	the lower censoring limit.
ucl	the upper censoring limit.
x	optional matrix for X. Default = NULL, in which case X will be simulated from the standard normal distribution with dimensions determined by nObs and prmtrX.
seed	optional to set the seed of random number generator used by R, default=NULL.
value.name	the name of the response series
end.date	the date of the last observation, default = Sys.date().
inno.dist	innovation distribution, can be "normal" or "t", default="normal". If it is "t", its degree of freedom should be supplied in t.df.
t.df	the degree of freedom of the t distribution, used only if inno.dist="t". Default=5.
intercept	the intercept in the regression. Default=0.

Value

a cenTS object with regressors.

See Also

carxSim.

Examples

cts = carxSimCenTS()

Example output

carx documentation built on May 2, 2019, 3:43 a.m.