# simulateDSFM2D: Simulate Responses for Two-Dimensional DSFM In MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model

## Description

This function simulates responses for two-dimensional DSFM.

## Usage

 1 simulateDSFM2D(n = 10, x1 = 1:25/25, x2 = 1:25/25, L = 3, var = 0.05) 

## Arguments

 n the number of observations. x1 a vector of the first dimension of covariates. They will be constant through time x2 a vector of the second dimension of covariates. They will be constant through time L the number of factors for the DSFM. var the error \varepsilon_{t,j} of the models. Allows to control the noise.

## Details

This function is used for example purpose, only few parameters are available to control the simulation. The factors loadings are generated using three independant AR(1) process and the factors functions are predefined to be orthogonals.

## Value

simulateDSFM2D returns a list containing:

 dataSim an object of class "DSFM2DData", output of the DSFM2DData function. This object can be immediatly used by the DSFM algorithm. YSim the simulated data in a more usual format. Z_tl the simulated factor loadings. m_l the factors functions used to compute the DSFM.

DSFM2DData, DSFM, DSFM2D.