MARSSsimulate: Simulate Data from a MARSS Model
In gragusa/MARSS: Multivariate Autoregressive State-Space Modeling

Description Usage Arguments Details Value Author(s) See Also Examples

Generates simulated data from a MARSS model with specified parameter estimates. This is a base function in the MARSS-package.

1 2	MARSSsimulate(MLEobj, tSteps = NULL, nsim = 1, silent = TRUE, miss.loc = NULL)

`MLEobj`	A fitted `marssMLE` object, as output by `MARSS`.
`tSteps`	Number of time steps in each simulation. If left off, it is taken to be consistent with `MLEobj`.
`nsim`	Number of simulated data sets to generate.
`silent`	Suppresses progress bar.
`miss.loc`	Optional matrix specifying where to put missing values. See Details.

Optional argument miss.loc is an array of dimensions n x tSteps x nsim, specifying where to put missing values in the simulated data. If missing, this would be constructed using MLEobj$marss$data. If the locations of the missing values are the same for all simulations, miss.loc can be a matrix of dim=c(n, tSteps) (the original data for example). The default, if miss.loc is left off, is that there are no missing values even if MLEobj$marss$data has missing values.

`sim.states`	Array (dim m x tSteps x nsim) of state processes simulated from parameter estimates. m is the number of states (rows in X).
`sim.data`	Array (dim n x tSteps x nsim) of data simulated from parameter estimates. n is the number of rows of data (Y).
`MLEobj`	The `marssMLE` object from which the data were simulated.
`miss.loc`	Matrix identifying where missing values were placed.
`tSteps`	Number of time steps in each simulation.
`nsim`	Number of simulated data sets generated.

Eli Holmes and Eric Ward, NOAA, Seattle, USA.

eli(dot)holmes(at)noaa(dot)gov, eric(dot)ward(at)noaa(dot)gov

marssMODEL marssMLE MARSSboot

  d = harborSeal[,c(2,11)]
  dat = t(d)
  MLEobj = MARSS(dat)

  #simulate data that are the 
  #same length as original data and no missing data
  sim.obj = MARSSsimulate(MLEobj, tSteps=dim(d)[1], nsim=5)
  
  #simulate data that are the 
  #same length as original data and have missing data in the same location
  sim.obj = MARSSsimulate(MLEobj, tSteps=dim(d)[1], nsim=5, miss.loc=dat)