simulate.fmforecast: Simulate future sample paths from functional demographic model forecasts.

Description

This function will simulate future sample paths given forecasting models from a functional demographic model such as those obtained using forecast.fdm or forecast.fdmpr.

Usage

# S3 method for fmforecast
simulate(
  object,
  nsim = 100,
  seed = NULL,
  bootstrap = FALSE,
  adjust.modelvar = TRUE,
  ...
)
# S3 method for fmforecast2
simulate(object, ...)

Value

An array containing the future simulated values (in the case of a fmforecast object), or a list of arrays containing the future simulated values (in the case of a fmforecast2 object).

Arguments

object: Object of class fmforecast. Typically, this is output from forecast.fdm.
nsim: Number of sample paths to simulate.
seed: Either NULL or an integer that will be used in a call to set.seed before simulating the time seriers. The default, NULL will not change the random generator state.
bootstrap: If TRUE, simulation uses resampled errors rather than normally distributed errors.
adjust.modelvar: If TRUE, will adjust the model variance by the ratio of the empirical and theoretical variances for one-step forecasts.
...: Other arguments passed to simulate.fmforecast.

Author

Rob J Hyndman

Examples

Run this code

if (FALSE) {
france.fit <- fdm(fr.mort,order=2)
france.fcast <- forecast(france.fit,50,method="ets")
france.sim <- simulate(france.fcast,nsim=100)

france.fit2 <- coherentfdm(fr.sm)
france.fcast2 <- forecast(france.fit2,50)
france.sim2 <- simulate(france.fcast2,nsim=100)}