simulateData: simulateData

In jhorzek/psydiff: panel stochastic differential equations

simulateData

Description

Simulate data from a given model. The dataset in the model should match the pattern of the data you are interested in. A new data set can for instance be generate with getDataTemplate.

Usage

simulateData(model)

Arguments

model

psydiff model

Examples

### Simulation of a second order stochastic differential equation model

manifestEquations <- "
y = x(0);
"

latentEquations <- "
dx(0) = x(1);
dx(1) = cint + a*x(0) +b*x(1);
"

A0 <- diag(1,2)
m0 <- c(0,1)

Rchol <- matrix(10,1,1)
L <- matrix(0,2,2)

parameters <- list("cint" = 1, "a" = -.005, "b" = -.04)

dataTemplate <- getDataTemplate(nSubjects = 1,
                                nVariables = 1,
                                nTimpoints = 200,
                                dts = 1)

# set up model
model <- newPsydiff(dataset = dataTemplate,
                    latentEquations = latentEquations,
                    manifestEquations = manifestEquations,
                    L = L, Rchol = Rchol, A0 = A0, m0 = m0,
                    parameters = parameters)

compileModel(model)

datSim <- simulateData(model)

plot(datSim$predictedManifest, type = "l")
points(datSim$simulatedObservation)

jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.