simulate.GNARfit {GNAR} | R Documentation |
Function to simulate from a GNARfit object
Description
Simulates from a GNARfit object, either creating a new series or future observations of the original series based upon the fitted GNAR model.
Usage
## S3 method for class 'GNARfit'
simulate(object, nsim=object$frbic$time.in, seed=NULL,
future=TRUE, set.noise=NULL, allcoefs=FALSE, ...)
Arguments
object |
the output of a GNARfit call |
nsim |
the time length of the simulations |
seed |
either |
future |
whether the simulations follow on from the original time series ( |
set.noise |
a value to set the standard deviation of the noise to, or if |
allcoefs |
if |
... |
additional arguments, unused here. |
Details
S3 method for class "GNARfit".
Value
A multivariate time series of dimension nsim
x nnodes.
Examples
#simulate 5 future observations from fiveVTS
simulate(GNARfit(), nsim=5)
[Package GNAR version 1.1.3 Index]