generate {depmix} | R Documentation |
generate
generates a dataset according to a
given dmm
.
generate(ntimes,dmm,nreal=1)
ntimes |
The number of repeated measurements, ie the length of the time series (this may be a vector containing the lengths of independent realiazations). |
dmm |
Object of class |
nreal |
The number of independent realizations that is to generated.
Each of them will have the dimension of |
generate
generates a date set of the specified dimensions
ntimes
and nreal
using the parameter values in
dmm
, which should be an object of class dmm
or
mixdmm
. generate
does not handle multi group models,
which can be run separately.
This function is used in the bootstrap
'ping routine to compute
standard errors based on parametric bootstraps.
Generate returns an object of class markovdata
. The
return object has an attribute called instates, a vector with the starting
states of each realization. When the model is a mixture the return has
another attribute incomp
containing the components of each realization.
Ingmar Visser i.visser@uva.nl
# create a 2 state model with one continuous and one binary response
# with start values provided in st
st <- c(1,0.9,0.1,0.2,0.8,2,1,0.7,0.3,5,2,0.2,0.8,0.5,0.5)
mod <- dmm(nsta=2,itemt=c(1,2), stval=st)
# generate two series of lengths 100 and 50 respectively using above model
gen<-generate(c(100,50),mod)
summary(gen)
plot(gen)