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  -0.0007893479
#> 2   1.4088852230
#> 3   0.0926190001
#> 4  -0.2960018913
#> 5   1.4939355959
#> 6  -1.5671596756
#> 7  -1.3407756389
#> 8  -0.6654542686
#> 9   0.2993448627
#> 10  0.4194802311
simulate(f(rnorm(10), model="rw1", noise = noise_normal()))
#>         sim_1
#> 1   0.4714115
#> 2  -0.3190186
#> 3  -0.5366487
#> 4  -0.8180584
#> 5   0.2503583
#> 6  -0.7676528
#> 7   0.4307546
#> 8  -0.4148925
#> 9   0.8491241
#> 10 -0.5509394
simulate(f(1:10, model="ar1", rho = 0.4, noise = noise_t(nu = 5)))
#>         sim_1
#> 1   0.3523618
#> 2  -2.8039145
#> 3  -1.4542427
#> 4   0.5412187
#> 5  -0.3277392
#> 6  -4.7578799
#> 7   0.1840242
#> 8   0.7188167
#> 9  -0.9526914
#> 10  0.4990349