genDat: Function to generate data

Description Usage Arguments Examples

View source: R/gendat.R

Description

genDat function is the simulation function of the package timsync. genDat generates any variable for the time series data with synchrony.

Usage

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genDat(x, beta, n_time, n_grp, z = NULL, OmegaMat = NULL, sig = 1, rho, omega)

Arguments

x

Independent variable. Vector or matrix.

beta

Coefficients of x.

n_time

Length of the time series

n_grp

Number of groups.

z

Random variables. Vector or matrix.

OmegaMat

List of Variance-Covariance Matrix (Omega matrix) for the random effects.

sig

Vector of the standard deviation of the random variables or error term. The last element should be that of the error term.

rho

Parameter of serial correlation of the error term.

omega

Parameter of synchronization of the error term.

Examples

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## Generate independent variable.
y0 <- genDat(x = 0, beta = 0, n_time = 20, n_grp = 3, rho = 0.3, omega = 0.8)
grp <- makeGrp(n_time = 20, n_grp = 3)
dat <- data.frame(y0 = y0$objVar, time = rep(1:20, 3), grp = grp)
ggplot(dat, aes(x = time, y = y0, color = grp)) + geom_line()

## Generate independent variable with random group means.
Omega <- makeOmega(n_time = 20, n_grp = 3, rho = 1, omega = 0)
y0 <- genDat(x = 0, beta = 0, n_time = 20, n_grp = 3,
 z = 1, OmegaMat = list(Omega), sig = c(1, 1),
 rho = 0.3, omega = 0.8)
grp <- makeGrp(n_time = 20, n_grp = 3)
dat <- data.frame(y0 = y0$objVar, time = rep(1:20, 3), grp = grp)
ggplot(dat, aes(x = time, y = y0, color = grp)) + geom_line()

## Generate dependent variable with random effects.
x1 <- rnorm(20 * 3, 0, 1)
Omega_0 <- makeOmega(n_time = 20, n_grp = 3, rho = 0.5, omega = 0.5)
Omega_1 <- makeOmega(n_time = 20, n_grp = 3, rho = 0.5, omega = 0.5)
Z <- cbind(rep(1, 20 * 3), x1)
y0 <- genDat(x = x1, beta = 5, n_time = 20, n_grp = 3,
 z = Z, OmegaMat = list(Omega_0, Omega_1), sig = c(1, 1, 1),
 rho = 0.3, omega = 0.8)

ShojiTaniguchi/timsync documentation built on Oct. 10, 2020, 3:33 p.m.