| simulate-pomp {pomp} | R Documentation |
simulate can be used to generate simulated data sets and/or to simulate the state process.
## S4 method for signature 'pomp':
simulate(object, nsim = 1, seed = NULL, params,
states = FALSE, obs = FALSE, times = time(object,t0=TRUE),
...)
object |
An object of class pomp. |
nsim |
The number of simulations to perform.
Note that the number of replicates will be nsim times ncol(xstart).
|
seed |
optional; the random seed to use. |
params |
The parameters to use in simulating the model.
If params is not given, then the contents of the params slot of object will be used, if they exist.
|
states |
Do we want the state trajectories? |
obs |
Do we want data-frames of the simulated observations? |
times |
The times for which observations are required.
Note that the first element in times is the start time.
|
... |
further arguments that are at present ignored. |
Simulation of the state process and of the measurement process are each accomplished by a single call to the user-supplied rprocess and rmeasure functions, respectively.
This makes it possible for the user to write highly optimized code for these potentially expensive computations.
If states=FALSE and obs=FALSE (the default), a list of nsim pomp objects is returned.
Each has a simulated data set, together with the parameters used (in slot params) and the state trajectories also (in slot states).
If times is specified, then the t0 slot of the created `pomp' objects will be filled with times[1] and the simulated observations will be at times times[-1].
If nsim=1, then a single pomp object is returned (and not a singleton list).
If states=TRUE and obs=FALSE, simulated state trajectories are returned as a rank-3 array with dimensions nvar x (ncol(params)*nsim) x ntimes.
Here, nvar is the number of state variables and ntimes the length of the argument times.
The measurement process is not simulated in this case.
If states=FALSE and obs=TRUE, simulated observations are returned as a rank-3 array with dimensions nobs x (ncol(params)*nsim) x ntimes.
Here, nobs is the number of observables.
If both states=TRUE and obs=TRUE, then a named list is returned.
It contains the state trajectories and simulated observations as above.
Aaron A. King kingaa at umich dot edu
data(ou2) x <- simulate(ou2,seed=3495485,nsim=10) x <- simulate(ou2,seed=3495485,nsim=10,states=TRUE,obs=TRUE)