archived R/LGCSimulation.R

In jlivsey/countsFun:

# LGCSimulation = function(nsim           = NULL,
#                          SampleSize     = NULL,
#                          Regressor      = NULL,
#                          EstMethod      = NULL,
#                          CountDist      = NULL,
#                          MargParm       = NULL,
#                          ARParm         = NULL,
#                          MAParm         = NULL,
#                          ParticleNumber = NULL,
#                          epsilon        = NULL,
#                          initialParam   = NULL,
#                          OptMethod      = NULL,
#                          Task           = NULL,
#                          OutputType     = NULL,
#                          ParamScheme    = NULL,
#                          no_cores       = NULL)
#   {
#
#
#   # require necessary libraries.
#   require(foreach)
#   require(doParallel)
#
#   # Simulation scheme details
#
#   if(is.null(no_cores)) no_cores = detectCores() - 1                  # Select the number of cores
#   ##-------------------------------------------------------------------------------------------------#
#
#   # generate all the realizations and save in a list
#   l <- list()
#   for (i in 1:nsim) {
#     set.seed(i)
#     l[[i]] = sim_lgc(SampleSize, CountDist, MargParm, ARParm, MAParm)
#   }
#
#   TrueParam = c(MargParm, ARParm, MAParm)
#   ARMAorder = c(length(ARParm), length(MAParm))
#
#   # initiate and register the cluster
#   cl <- makeCluster(no_cores)
#
#   #clusterSetRNGStream(cl, 1001) #make the bootstrapping exactly the same as above to equate computation time
#   registerDoParallel(cl)
#
#   # run foreach
#   all = foreach(index = 1:nsim,
#              .combine = rbind,
#             .packages = c("ltsa", "optimx", 'tictoc', 'countsFun'))  %dopar%  {
#                   lgc(DependentVar   = l[[index]],
#                       Regressor      = Regressor,
#                       EstMethod      = EstMethod,
#                       CountDist      = CountDist,
#                       ARMAorder      = ARMAorder,
#                       ParticleNumber = ParticleNumber,
#                       epsilon        = epsilon,
#                       initialParam   = initialParam,
#                       TrueParam      = TrueParam,
#                       Task           = Task,
#                       OptMethod      = OptMethod,
#                       OutputType     = OutputType,
#                       ParamScheme    = ParamScheme
#                   )
#                 }
#
#   stopCluster(cl)
#
#   return(all)
# }
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