LMest (version 2.4.5)

draw_lm_basic_cont: Draw samples from the basic LM model for continuous outcomes

Description

Function that draws samples from the basic LM model for continuous outcomes with specific parameters.

Usage

draw_lm_basic_cont(piv, Pi, Mu, Si, n)

Arguments

piv

vector of initial probabilities of the latent Markov chain

Pi

set of transition probabilities matrices (k x k x TT)

Mu

matrix of conditional means for the response variables (r x k)

Si

var-cov matrix common to all states (r x r)

n

sample size

Value

Y

array of continuous outcomes (n x TT x r)

Examples

# NOT RUN {
# draw a sample for 1000 units and 3 response variable
n = 1000
TT = 5
k = 2
r = 3 #number of response variables

piv = c(0.7,0.3)
Pi = matrix(c(0.9,0.1,0.1,0.9),k,k)
Pi = array(Pi,c(k,k,TT))
Pi[,,1] = 0
Mu  = matrix(c(-2,-2,0,0,2,2),r,k)
Si = diag(r)
out = draw_lm_basic_cont(piv,Pi,Mu,Si,n)
# }