Simulate latent process with noise

# S3 method for class 'ngme_model'
simulate(object, nsim = 1, seed = NULL, ...)

Arguments

object

ngme model specified by f() function

nsim

number of simulations

seed

seed

...

ignored

Value

a realization of latent model

Examples

simulate(f(1:10, model="ar1", rho = 0.4, noise = noise_nig()))
#>          sim_1
#> 1  -2.18106532
#> 2  -1.14932264
#> 3  -1.15544219
#> 4  -3.33198099
#> 5  -0.41240166
#> 6  -0.20776328
#> 7  -1.19701968
#> 8  -0.06547148
#> 9   0.04992179
#> 10  0.32653810
simulate(f(rnorm(10), model="rw1", noise = noise_normal()))
#>          sim_1
#> 1  -0.77307262
#> 2  -0.61421409
#> 3   0.03444728
#> 4  -0.16064566
#> 5   0.98101525
#> 6   0.26805456
#> 7  -0.25869488
#> 8   0.45033257
#> 9   1.17405292
#> 10  0.01935516
simulate(f(1:10, model="ar1", rho = 0.4, noise = noise_t(nu = 5)))
#>         sim_1
#> 1   1.0212130
#> 2   1.2572607
#> 3  -0.5468392
#> 4  -0.8531438
#> 5  -0.3475473
#> 6  -0.2276801
#> 7   0.4528387
#> 8  -1.0391527
#> 9   1.7434563
#> 10  0.9315446