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simulate.mrwd

Simulate a Multivariate Random Walk with Drift

Description

Returns one simulated path of the Multivariate Random Walk with Drift model in object.

Usage

## S3 method for class 'mrwd'
simulate(object, nsim = 10, seed = NULL, ...)

Arguments

object

An object of class "mrwd".
nsim

number of periods for the simulated series.
seed

either NULL or an integer that will be used in a call to set.seed before simulating the time series. The default, NULL will not change the random generator state.
...

other arguments.
StMoMo

Stochastic Mortality Modelling

v0.4.1
GPL (>= 2)
Authors
Andres Villegas <andresmauriciovillegas@gmail.com>, Pietro Millossovich <Pietro.Millossovich.1@city.ac.uk>, Vladimir Kaishev <Vladimir.Kaishev.1@city.ac.uk>
Initial release

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