rdm {dynamo}R Documentation

Dynamic Model Simulation

Description

'rdm' is used to simulate dynamic models.

Usage

rdm(formula,innovations=NULL,n,param,data=parent.frame(),seed=as.integer(Sys.time()),lst=FALSE)

Arguments

formula a dynamo symbolic description of the model to be simulated.
innovations the family of distributions of model innovations.
n number of observations to be simulated
param dynamic model parameters
data data frame with exogenous data
seed simulation seed
lst data frame option

Value

If the 'lst' argument (which stands for 'data.frame') is FALSE (the default) the function returns the simulated series. If 'lst' is TRUE the function returns a data frame containing the simulated series and the simulated conditional mean and variance of the series.

Author(s)

Christian T. Brownlees

References

~put references to the literature/web site here ~

See Also

dm

Examples

# ACD(1,1)
# simulate data
y <- rdm( ~acd(1,1), n=1000, param=c(0.2,0.1,0.8))

# plot
plot( y )

[Package dynamo version 0.1.3 Index]