carx (version 0.7.1)

carxSimCenTS: simulate a sample cenTS data for carx

Description

Use provided parameters and other settings to simulate a series of data as a cenTS object.

Usage

carxSimCenTS(nObs = 200, prmtrAR = c(-0.28, 0.25), prmtrX = c(0.2, 0.4),
  sigma = 0.6, lcl = -1, ucl = 1, x = NULL, seed = NULL,
  value.name = "y", end.date = Sys.Date(), inno.dist = c("normal", "t"),
  t.df = 5, intercept = 0)

Arguments

nObs

number of observations to be simulated.

prmtrAR

the AR parameter.

prmtrX

the regression parameters for X.

sigma

the innovation standard deviation for the AR process.

lcl

the lower censoring limit.

ucl

the upper censoring limit.

x

optional matrix for X. Default = NULL, in which case X will be simulated from the standard normal distribution with dimensions determined by nObs and prmtrX.

seed

optional to set the seed of random number generator used by R, default=NULL.

value.name

the name of the response series

end.date

the date of the last observation, default = Sys.date().

inno.dist

innovation distribution, can be "normal" or "t", default="normal". If it is "t", its degree of freedom should be supplied in t.df.

t.df

the degree of freedom of the t distribution, used only if inno.dist="t". Default=5.

intercept

the intercept in the regression. Default=0.

Value

a cenTS object with regressors.

See Also

carxSim.

Examples

# NOT RUN {
cts = carxSimCenTS()
# }