BaPreStoPro (version 0.1)

simulate,mixedRegression-method: Simulation of hierarchical (mixed) regression model

Description

Simulation of regression model $y_{ij} = f(\phi_j, t_{ij}) + \epsilon_{ij}, \phi_j\sim N(\mu, \Omega), \epsilon_{ij}\sim N(0,\gamma^2\widetilde{s}(t_{ij}))$.

Usage

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

Arguments

object

class object of parameters: "mixedRegression"

nsim

number of data sets 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

mu <- 2; Omega <- 0.4; phi <- matrix(rnorm(21, mu, sqrt(Omega)))
model <- set.to.class("mixedRegression",
   parameter = list(phi = phi, mu = mu, Omega = Omega, gamma2 = 0.1),
   fun = function(phi, t) phi*t, sT.fun = function(t) t)
t <- seq(0, 1, by = 0.01)
data <- simulate(model, t = t, plot.series = TRUE)