Learn R Programming

LMest (version 3.1.2)

draw_lm_basic_cont: Draw samples from the basic LM model for continuous outcomes

Description

Function that draws samples from the basic LM model for continuous outcomes with specific parameters.

The function is no longer maintained. Please look at drawLMbasiccont function.

Usage

draw_lm_basic_cont(piv, Pi, Mu, Si, n)

Value

Y

array of continuous outcomes (n x TT x r)

Arguments

piv

vector of initial probabilities of the latent Markov chain

Pi

set of transition probabilities matrices (k x k x TT)

Mu

matrix of conditional means for the response variables (r x k)

Si

var-cov matrix common to all states (r x r)

n

sample size

Author

Francesco Bartolucci, Silvia Pandolfi, University of Perugia (IT), http://www.stat.unipg.it/bartolucci

Examples

Run this code
if (FALSE) {

# draw a sample for 1000 units and 3 response variable
n <- 1000
TT <- 5
k <- 2
r <- 3 #number of response variables

piv <- c(0.7,0.3)
Pi <- matrix(c(0.9,0.1,0.1,0.9), k, k)
Pi <- array(Pi, c(k, k, TT))
Pi[,,1] <- 0
Mu <- matrix(c(-2,-2,0,0,2,2), r, k)
Si <- diag(r)
out <- draw_lm_basic_cont(piv, Pi, Mu, Si, n)
}

Run the code above in your browser using DataLab