LogisticSetPointSDE {dynr}

Simulated time series data for a stochastic linear damped oscillator model with logistic time-varying setpoints

Description

A dataset simulated using a continuous-time stochastic linear damped oscillator model. The variables are as follows:

Usage

data(LogisticSetPointSDE)

Format

A data frame with 2410 rows and 6 variables

Details

• id. ID of the systems (1 to 10)

• times. Time index (241 time points for each system)

• x. Latent level variable

• y. Latent first derivative variable

• z. True values of time-varying setpoints

• obsy. Observed level

Examples

# The following was used to generate the data
#---------------------------------------
## Not run: 
require(Sim.DiffProc)
freq <- -1
damp <- -.1
mu <- -2
r <- .5
b <- .1
sigma1 <- 0.1
sigma2 <- 0.1
fx <- expression(y, freq*(x-z) + damp*y, r*z*(1-b*z))
gx <- expression(0, sigma1, 0)
r3dall <- c()
for (j in 1:10){
  r3dtemp <- c(-5,0,.1)
  r3d <- r3dtemp
  for (i in seq(0.125, 30, by=0.125)){
    mod3dtemp <- snssde3d(drift=fx, diffusion=gx, M=1, t0=i-0.125,
        x0=as.numeric(r3dtemp), T=i, N=500, type="str",
        method="smilstein")
    r3dtemp <- rsde3d(mod3dtemp,at=i)
    r3d <-rbind(r3d,r3dtemp)
  }
  r3dall <- rbind(r3dall, cbind(r3d, id=j))
}

r3dall$obsy <- r3dall$x+rnorm(length(r3dall$x),0,1)
write.table(r3dall, file="LogisticSetPointSDE.txt")

## End(Not run)