BaPreStoPro (version 0.1)

simulate,Regression-method: Simulation of regression model

Description

Simulation of the regression model $y_i = f(\phi, t_i) + \epsilon_i, \epsilon_i\sim N(0,\gamma^2\widetilde{s}(t_i))$.

Usage

"simulate"(object, nsim = 1, seed = NULL, t, plot.series = TRUE)

Arguments

object

class object of parameters: "Diffusion"

nsim

number of trajectories to simulate. Default is 1.

seed

optional: seed number for random number generator

t

vector of time points

plot.series

logical(1), if TRUE, simulated series are depicted grafically

Examples

model <- set.to.class("Regression", parameter = list(phi = 5, gamma2 = 0.1),
   fun = function(phi, t) phi*t)
t <- seq(0, 1, by = 0.01)
data <- simulate(model, t = t, plot.series = TRUE)