run_2d_simest: Run 2D simulation-estimation experiment

In Sondre91/STGARCH: STGARCH

Description

Function that simulates data sets and estimates parameters using both circular and non-circular/regular approach.

Usage

run_2d_simest(param = c(0.3, 0.05), dim = c(5, 5, 1000), K = 100,
  n.iterations = 30, ncores = doParallel::detectCores() - 1,
  burnin = 1000, cutoff = 0, W = neighbourmatrix(dim[1], prod(dim[1:2])))

Arguments

param	Numeric vector of length 2, consiting of α_0 and α_1.
dim	Numeric vector of length 3, indicating dimension size on form spatial1 x spatial2 x temporal
K	Integer, determines the number of Monte Carlo simulations to be performed
n.iterations	Integer, maximum number of iterations
ncores	Integer, number of cores used for parallell computing
burnin	Integer, size of temporal burnin
cutoff	Integer, number of spatial points to be "cut off" in each spatial direction in order to make the simulated process non-circular. If cutoff=0, the process is circular.
W	Neighbourhood matrix

Value

Simulated STARCH process in form of a matrix of dimension dim.

Examples

run_2d_simest(param = c(0.3, 0.05),
              dim = c(5,5,100),
              K = 50,
              n.iterations = 30,
              ncores = detectCores()-1,
              burnin = 100,
              cutoff = 0,
              W = neighbourmatrix(5,25))

Sondre91/STGARCH documentation built on May 9, 2019, 1:52 p.m.