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simulate

Simulate from the posterior distribution of a GAM

Description

Simulations from the posterior distribution of a fitted GAM model involve computing predicted values for the observation data for which simulated data are required, then generating random draws from the probability distribution used when fitting the model.

Usage

## S3 method for class 'gam'
simulate(object, nsim = 1, seed = NULL, newdata = NULL, weights = NULL, ...)

## S3 method for class 'gamm'
simulate(object, nsim = 1, seed = NULL, newdata = NULL, weights = NULL, ...)

## S3 method for class 'scam'
simulate(object, nsim = 1, seed = NULL, newdata = NULL, weights = NULL, ...)

Arguments

`object`	a fitted GAM, typically the result of a call to mgcv::gam' or `mgcv::gamm()`.
`nsim`	numeric; the number of posterior simulations to return.
`seed`	numeric; a random seed for the simulations.
`newdata`	data frame; new observations at which the posterior draws from the model should be evaluated. If not supplied, the data used to fit the model will be used for `newdata`, if available in `object`.
`weights`	numeric; a vector of prior weights. If `newdata` is null then defaults to `object[["prior.weights"]]`, otherwise a vector of ones.
`...`	arguments passed to methods. `simulate.gam()` and `simulate.scam()` pass `...` on to `predict.gam()`. As such you can pass additional arguments such as `terms`, `exclude`, to select which model terms are included in the predictions. This may be useful, for example, for excluding the effects of random effect terms.

Details

For simulate.gam() to function, the family component of the fitted model must contain, or be updateable to contain, the required random number generator. See mgcv::fix.family.rd().

Value

(Currently) A matrix with nsim columns.

Author(s)

Gavin L. Simpson

Examples

load_mgcv()

dat <- gamSim(1, n = 400, dist = "normal", scale = 2)
m1 <- gam(y ~ s(x0) + s(x1) + s(x2) + s(x3), data = dat, method = "REML")

sims <- simulate(m1, nsim = 5, seed = 42)
head(sims)

gratia

Graceful 'ggplot'-Based Graphics and Other Functions for GAMs Fitted Using 'mgcv'

v0.6.0

MIT + file LICENSE

Authors

Gavin L. Simpson [aut, cre] (<https://orcid.org/0000-0002-9084-8413>), Henrik Singmann [ctb] (<https://orcid.org/0000-0002-4842-3657>)

Initial release

2021-04-17