simulate.vlmc: Simulate a Discrete Time Series from fitted VLMC model

Description

Simulate from fitted VLMC model -- basis of the VLMC bootstrap

Usage

## S3 method for class 'vlmc':
simulate(object, nsim = 1, seed = NULL,
         n = object$n, n.start = 64 * object$size[["context"]],
         integer.return = FALSE, keep.RSeed = TRUE, \dots)

Arguments

object

typically the result of vlmc(..).

nsim

non-negative integer, giving the length of the result.

seed

random seed initializer; see simulate.

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

keep.RSeed

logical indicating if the seed should be stored with the result (as required by the generic simulate). Only set this FALSE with good reasons (back compatibility).

...

(potentially further arguments for other simulate methods.

Value

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

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.

Examples

Run this code

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)