Description Usage Arguments Details Value Author(s) References See Also Examples
View source: R/simulate.mskfModel.R
Simulate one or more responses from the distribution corresponding to a fitted model object.
Using the fitted values of the parameters from the mskfModel
object, nsim new data from this model are simulated.
1 2 |
object |
an object from class " |
nsim |
an optional positive integer specifying the number of simulations to perform. Deafults to 1. |
seed |
an optional positive integer that is passed to |
nt |
an optional positive integer that specifies the length (number of samples) of the simulated time series. |
use.start |
Boolean. Should starting values be used in stead of estimated parameter values? |
... |
optional additional arguments. None are used. |
Currently only (univariate) AR(p) processes are implemented.
List
y |
simulated time series |
a |
object returned by |
regime |
vector of length |
The object has a seed
attribute which is either NA
or a positive integer (see seed
parameter).
Raoul P. P. P. Grasman
Hamaker, E. L. & Grasman, R. P. P. P. (2012) Regime Switching State-Space Models Applied To Psychological Processes: Handling Missing Data And Making Inferences. Psychometrika, 77:2, 400???422. URL http://doi.org/10.1007/S11336-012-9254-8
1 2 3 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
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