nlraa: simulate_gls – R documentation

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simulate_gls

Simulate fitted values from an object of class gls

Description

Simulate values from an object of class gls. Unequal variances, as modeled using the ‘weights’ option are supported, and there is experimental code for dealing with the ‘correlation’ structure. This generates just one simulation from these type of models. To generate multiple simulations use simulate_lme

Usage

simulate_gls(
  object,
  psim = 1,
  na.action = na.fail,
  naPattern = NULL,
  data = NULL,
  ...
)

Arguments

`object`	object of class `gls`
`psim`	parameter simulation level, 0: for fitted values, 1: for simulation from fixed parameters (assuming a fixed vcov matrix), 2: for simulation considering the uncertainty in the residual standard error (sigma), this returns data which will appear similar to the observed values
`na.action`	default ‘na.fail’. See `predict.gls`
`naPattern`	missing value pattern. See `predict.gls`
`data`	the data argument is needed when using this function inside user defined functions.
`...`	additional arguments (it is possible to supply a newdata this way)

Details

This function is based on predict.gls function

It uses function mvrnorm to generate new values for the coefficients of the model using the Variance-Covariance matrix vcov. This variance-covariance matrix refers to the one for the parameters 'beta', not the one for the residuals.

Value

It returns a vector with simulated values with length equal to the number of rows in the original data

Examples

require(nlme)
data(Orange)

fit.gls <- gls(circumference ~ age, data = Orange, 
               weights = varPower())

## Visualize covariance matrix
fit.gls.vc <- var_cov(fit.gls)
image(log(fit.gls.vc[,ncol(fit.gls.vc):1]))

sim <- simulate_gls(fit.gls)

nlraa

Nonlinear Regression for Agricultural Applications

v0.89

GPL-3

Authors

Fernando Miguez [aut, cre] (<https://orcid.org/0000-0002-4627-8329>), José Pinheiro [ctb, cph] (author of nlme::nlsList, nlme::predict.gnls, nlme::predict.nlme), Douglas Bates [ctb, cph] (author of nlme::nlsList, nlme::predict.gnls, nlme::predict.nlme), R-core [ctb, cph]

Initial release