SimMultinomial {CopulaGAMM}R Documentation

Simulation of multinomial clustered data

Description

Generate a random sample of multinomial observations from a copula-based mixed regression model.

Usage

SimMultinomial(
  parC,
  parM,
  clu,
  xc = NULL,
  xm = NULL,
  family,
  rot = 0,
  dfC = NULL,
  offset = NULL
)

Arguments

parC

copula parameters

parM

matrix of dimension (L-1)x k2 of margin parameters; L is the number of levels and k2 is the number of covariates+constant for the margins

clu

vector of clusters (can be a factor)

xc

matrix of covariates for the copula, not including the constant (can be NULL)

xm

matrix of covariates for the margins, not including the constant (can be NULL)

family

copula family: "gaussian" (normal), "t" , "clayton" , "joe", "frank" , "gumbel", "plackett"

rot

rotation: 0 (default), 90, 180 (survival), or 270

dfC

degrees of freedom for student copula (default is NULL)

offset

offset for the margins (default is NULL)

Value

out

List of simulated factors (y) and cluster factors (V)

Author(s)

Bruno N. Remillard

Examples

K=50 #number of clusters
n=5  #size of each cluster
N=n*K
set.seed(1)
clu=rep(c(1:K),each=n)
parC = 2
parM=matrix(c(1,-1,0.5,2),byrow=TRUE,ncol=2)
xm = runif(N)
y=SimMultinomial(parC,parM,clu,xm=xm,family="clayton",rot=90)$y

[Package CopulaGAMM version 0.6.5 Index]