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  -2.3180960
#> 2  -0.5619034
#> 3  -0.4082866
#> 4   0.3902886
#> 5   0.3744008
#> 6   0.3526502
#> 7  -0.1900755
#> 8   0.1233395
#> 9   0.9843278
#> 10  0.4192642
simulate(f(rnorm(10), model="rw1", noise = noise_normal()))
#>          sim_1
#> 1  -0.82895122
#> 2  -0.02405078
#> 3   0.12043504
#> 4  -0.62448807
#> 5  -0.21356370
#> 6   0.61669992
#> 7   0.02282306
#> 8   0.66135579
#> 9  -0.80883860
#> 10 -0.08158624
simulate(f(1:10, model="ar1", rho = 0.4, noise = noise_t(nu = 5)))
#>          sim_1
#> 1  -5.69674139
#> 2  -1.85271912
#> 3  -1.66837218
#> 4  -0.81582539
#> 5  -1.34286748
#> 6  -0.03639711
#> 7  -1.20169488
#> 8  -3.11208727
#> 9  -0.47409363
#> 10  0.99359897