rdm {dynamo} | R Documentation |
'rdm' is used to simulate dynamic models.
rdm(formula,innovations=NULL,n,param,data=parent.frame(),seed=as.integer(Sys.time()),lst=FALSE)
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 |
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.
Christian T. Brownlees
~put references to the literature/web site here ~
# ACD(1,1) # simulate data y <- rdm( ~acd(1,1), n=1000, param=c(0.2,0.1,0.8)) # plot plot( y )