simHHH: Simulates data based on the model proposed by Held et. al (2005)
Description
Simulates a multivariate time series of counts based on the
Poisson/Negative Binomial model as described in Held et al. (2005).Usage
## S3 method for class 'default':
simHHH(model=NULL, control = list(coefs = list(alpha=1, gamma = 0, delta = 0,
lambda = 0, phi = NULL, psi = NULL, period = 52),
neighbourhood = NULL, population = NULL, start = NULL), length)## S3 method for class 'ah':
simHHH(model, control = model$control, length)
Arguments
control
list with
[object Object],[object Object],[object Object],[object Object]
model
Result of a model fit with
algo.hhh
, the estimated parameters
are used to simulate data length
number of time points to simulate
Value
- Returns a list with elements
- data
disProgObj
of simulated data - meanmatrix with mean $\mu_{i,t}$ that was used to
simulate the data
- endemicmatrix with only the endemic part $\nu_{i,t}$
- coefslist with parameters of the model
encoding
latin1source
Held, L., H�hle{Hoehle}, M., Hofmann, M. (2005). A statistical framework for the
analysis of multivariate infectious disease surveillance counts. Statistical
Modelling, 5, p. 187-199.Details
Simulates data from a Poisson or a Negative Binomial model
with mean
$$\mu_{it} = \lambda y_{i,t-1} + \phi \sum_{j \sim i} y_{j,t-1} + n_{it} \nu_{it}$$
where
$$\log \nu_{it} = \alpha_i
+ \sum_{s=1}^{S}(\gamma_s sin(\omega_s t) + \delta_s cos(\omega_s t))$$
$\omega_s = 2s\pi/\code{period}$ are Fourier frequencies
and $n_{it}$ are possibly standardized population sizes.