stratEst.simulate {stratEst} | R Documentation |
Simulation function for strategy estimation.
Description
The simulation function of the package.
Usage
stratEst.simulate(
data = NULL,
strategies,
shares = NULL,
coefficients = NULL,
covariate.mat = NULL,
num.ids = 100,
num.games = 5,
num.periods = NULL,
fixed.assignment = TRUE,
input.na = FALSE,
sample.id = NULL
)
Arguments
data |
a |
strategies |
a list of strategies. Each element if the list must be an object of class |
shares |
a numeric vector of strategy shares. The order of the elements corresponds to the order in |
coefficients |
a matrix of regression coefficients. Column names correspond to the names of the strategies, row names to the names of the covariates. |
covariate.mat |
a matrix with the covariates in columns. The column names of the matrix indicate the names of the covariates. The matrix must have as many rows as there are individuals. |
num.ids |
an integer. The number of individuals. Default is 100. |
num.games |
an integer. The number of games. Default is 5. |
num.periods |
a vector of integers with as many elements |
fixed.assignment |
a logical value. If |
input.na |
a logical value. If |
sample.id |
a character string indicating the name of the variable which identifies the samples in data. Individual observations must be nested in samples. Default is |
Value
A stratEst.data
object. A data frame in the long format with the following variables:
id |
the variable that identifies observations of the same individual. |
game |
the variable that identifies observations of the same game. |
period |
the period of the game. |
choice |
the discrete choices. |
input |
the inputs. |
sample |
the sample of the individual. |
strategy |
the strategy of the individual. |
Examples
## Simulate data of two strategies for choices "left" and "right".
lr <- c("left","right")
pi <- runif(1)
pr <- c(1,0,0,1)
tr <- c(1,2,1,2)
mixed <- stratEst.strategy(choices = lr, inputs = lr, prob.choices = c(pi, 1 - pi))
pure <- stratEst.strategy(choices = lr, inputs = lr, prob.choices = pr, tr.inputs = tr)
gamma <- runif(1)/4
pure$tremble <- gamma
beta <- rnorm(1)
p <- 1/sum(1 + exp(beta))
sim.shares <- c(p, 1-p)
sim.strategies <- list("mixed" = mixed, "pure" = pure)
sim.data <- stratEst.simulate(strategies = sim.strategies, shares = sim.shares)