demography: simulate.fmforecast – R documentation

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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 class 'fmforecast'
simulate(object, nsim = 100, seed = NULL,
  bootstrap = FALSE, adjust.modelvar = TRUE, ...)

## S3 method for class 'fmforecast2'
simulate(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`.

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).

Author(s)

Rob J Hyndman

Examples

## Not run: 
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)
## End(Not run)

demography

Forecasting Mortality, Fertility, Migration and Population Data

v1.22

GPL (>= 2)

Authors

Rob J Hyndman with contributions from Heather Booth, Leonie Tickle and John Maindonald.

Initial release