simulate,jumpRegression-method {BaPreStoPro} | R Documentation |
Simulation of of the regression model y_i = f(t_i, N_{t_i}, θ) + ε_i with N_t\sim Pois(Λ(t, ξ)), ε_i\sim N(0,γ^2\widetilde{s}(t)).
## S4 method for signature 'jumpRegression' simulate(object, nsim = 1, seed = NULL, t, plot.series = TRUE)
object |
class object of parameters: "jumpRegression" |
nsim |
number of trajectories to simulate. Default is 1. |
seed |
optional: seed number for random number generator |
t |
vector of time points |
plot.series |
logical(1), if TRUE, simulated series are depicted grafically |
model <- set.to.class("jumpRegression", fun = function(t, N, theta) theta[1]*t + theta[2]*N, parameter = list(theta = c(1,2), gamma2 = 0.1, xi = 10)) t <- seq(0, 1, by = 0.01) data <- simulate(model, t = t)