Method for simulating from a model — simulate,model-method • discounting

Takes in an instance of the model-class and simulates data according to this model and the specifications of the user. Depends heavily on the trajectories created by predict.

Usage

# S4 method for class 'model'
simulate(object, X = NULL, Xfun = NULL, N = NULL)

Arguments

object: An instance of the model-class defining the model
X: Numeric vector or numeric matrix containing the values of the predictor variable(s). If a numeric vector, the dimension k of the predictor variables within object should be equal to 1. If a numeric matrix, the dimension k of the predictor variables within object should be equal to the number of columns provided to this argument. The length of the provided vector or the number of rows of the provided matrix will determine the number of simulated datapoints. Defaults to NULL. If provided, it overrides the value of Xfun.
Xfun: Function or a list of functions that define how the values of the predictor variable(s) should be generated. The functions should take in a single argument N defining the number of values generated for this predictor variable, and hence the number of datapoints that should be generated for the simulation. If a list, then the result of each function in the list will be bound together in a matrix. Defaults to NULL.
N: Number of datapoints to simulate. Passed on to Xfun when defined. Defaults to NULL.

Value

An instance of the dataset-class containing the simulated data.

Examples

# Define the model
my_model <- exponential(
  parameters = list(
    "alpha" = numeric(2), 
    "beta" = matrix(1:2, ncol = 1),
    "gamma" = diag(2) * 0.75
  ),
  covariance = diag(2)
)

# Simulate data for this model using a function for generating X
simulate(
  my_model,
  Xfun = \(x) rnorm(x, mean = 0, sd = 1),
  N = 10
)
#> An object of class "dataset"
#> 
#> Slot "Y": 10x2matrix
#>            [,1]      [,2]
#> [1,] -0.9669476 3.4667576
#> [2,]  0.1536131 1.2783633
#> [3,]  0.5433868 1.5715708
#> [4,]  0.6926003 2.0545968
#> [5,] -0.3176507 0.9168740
#> [6,]  0.4277141 0.2522899
#> 
#> Slot "X": 10x1matrix
#>            [,1]
#> [1,]  1.4377441
#> [2,]  0.1788962
#> [3,] -0.9261600
#> [4,]  1.1496064
#> [5,] -0.8341172
#> [6,]  0.2418911

# Simulate data for this model using predefined values of X
simulate(
  my_model,
  X = rnorm(10, mean = 0, sd = 1)
)
#> An object of class "dataset"
#> 
#> Slot "Y": 10x2matrix
#>            [,1]     [,2]
#> [1,]  1.9408751 2.978394
#> [2,]  2.6127720 4.503331
#> [3,]  4.5100836 3.829914
#> [4,]  2.1522162 4.515396
#> [5,]  1.0570680 1.014076
#> [6,] -0.2310961 1.438478
#> 
#> Slot "X": 10x1matrix
#>            [,1]
#> [1,]  1.6130170
#> [2,]  0.9966790
#> [3,]  0.9731979
#> [4,]  0.2221123
#> [5,] -0.8977707
#> [6,]  0.3158777