Description Usage Arguments Details Value See Also
This function simulates responses for two-dimensional DSFM.
1 | simulateDSFM2D(n = 10, x1 = 1:25/25, x2 = 1:25/25, L = 3, var = 0.05)
|
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. |
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.
simulateDSFM2D
returns a list containing:
|
an object of class |
|
the simulated data in a more usual format. |
|
the simulated factor loadings. |
|
the factors functions used to compute the DSFM. |
DSFM2DData
, DSFM
, DSFM2D
.
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