sim_ACD {ACDm} | R Documentation |

Simulates a sample from a specified ACD `model`

and error term distribution `dist`

. The error terms can also be sampled from residuals. The possibility of including a diurnal seasonal component in the simulated sample is included.

sim_ACD(N = 1000, model = "ACD", dist = "exponential", param = NULL, order = NULL, Nburn = 50, startX = c(1), startMu = c(1), errors = NULL, sampleErrors = TRUE, roundToSec = FALSE, rm0 = FALSE, diurnalFactor = FALSE, splineObj = NULL, open = NULL, close = NULL)

`N` |
sample size |

`model` |
the class of conditional mean duration specification. One of |

`dist` |
the distribution of the error terms (only if |

`param` |
a vector of the parameters of the DGP (data generating process). |

`order` |
a vector describing the order of the conditional mean duration specification, e.g. |

`Nburn` |
the number of burned observations. Used to lower the effect of the start values of the simulated series. |

`startX` |
a vector of values to start the simulation from. |

`startMu` |
a vector of conditional mean values to start the simulation from. |

`errors` |
a vector of error terms. If provided and |

`sampleErrors` |
logical flag, see |

`roundToSec` |
if |

`rm0` |
if |

`diurnalFactor` |
if |

`splineObj` |
a cubic spline return by |

`open` |
only used if |

`close` |
only used if |

a numerical vector of simulated ACD durations

Markus Belfrage

x <- sim_ACD() #simulates 1000 observations from an ACD(1,1) with exp. errors as default acdFit(x)

[Package *ACDm* version 1.0.4 Index]