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  -0.72836890
#> 2   0.67785993
#> 3  -0.88797015
#> 4   2.24597978
#> 5   1.12217236
#> 6   0.65076966
#> 7  -0.37170331
#> 8  -1.93139513
#> 9  -1.06593699
#> 10  0.05792121
simulate(f(rnorm(10), model="rw1", noise = noise_normal()))
#>          sim_1
#> 1   1.23887482
#> 2   0.99869225
#> 3  -0.56779498
#> 4   0.07891821
#> 5   0.98131556
#> 6   0.64345677
#> 7   0.53305227
#> 8  -1.07518245
#> 9  -0.91960046
#> 10  1.05473673
simulate(f(1:10, model="ar1", rho = 0.4, noise = noise_t(nu = 5)))
#>         sim_1
#> 1  -0.1584953
#> 2  -1.0562796
#> 3  -1.1074460
#> 4  -2.2560924
#> 5  -1.9908697
#> 6  -0.3887364
#> 7   1.6027981
#> 8   0.3058013
#> 9   0.3555525
#> 10  0.5546711