simulate.vlmc {VLMC}R Documentation

Simulate a Discrete Time Series from fitted VLMC model

Description

Simulate from fitted VLMC model – basis of the VLMC bootstrap

Usage

simulate.vlmc(x, n, n.start = 64 * x$size["context"], integer.return=FALSE)

Arguments

x typically the result of vlmc(..).
n non-negative integer, giving the length of the result.
n.start the number of initial values to be discarded (because of initial effects).
integer.return logical; if TRUE, the result will be an integer vector with values in 0:(k-1); otherwise the resulting vector consists of letters from the alphabet x$alpha.

Details

The .Random.seed is used and updated as with other random number generation routines such as rbinom.

Note that if you want to simulate from a given start sequence x0, you'd use predict.vlmc(x, x0, type= "response") — actually not quite yet.

Value

A vector of length n. Either integer or character, depending on the integer.return argument, see above.

Author(s)

Martin Maechler

See Also

vlmc and predict.vlmc.

Examples

example(vlmc)

simulate.vlmc(vlmc.dt1, 100)
simulate.vlmc(vlmc.dt1c01, 100, int = TRUE)
# n.start = 0: 1st few observations will resemble the data
simulate.vlmc(vlmc.dt1c01, 20, n.start=0, int = TRUE)
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