Simulated time series data for a stochastic linear damped oscillator model with logistic time-varying setpoints
A dataset simulated using a continuous-time stochastic linear damped oscillator model. The variables are as follows:
data(LogisticSetPointSDE)
A data frame with 2410 rows and 6 variables
id. ID of the systems (1 to 10)
times. Time index (241 time points for each system)
x. Latent level variable
y. Latent first derivative variable
z. True values of time-varying setpoints
obsy. Observed level
# The following was used to generate the data
#---------------------------------------
## Not run:
require(Sim.DiffProc)
freq <- -1
damp <- -.1
mu <- -2
r <- .5
b <- .1
sigma1 <- 0.1
sigma2 <- 0.1
fx <- expression(y, freq*(x-z) + damp*y, r*z*(1-b*z))
gx <- expression(0, sigma1, 0)
r3dall <- c()
for (j in 1:10){
r3dtemp <- c(-5,0,.1)
r3d <- r3dtemp
for (i in seq(0.125, 30, by=0.125)){
mod3dtemp <- snssde3d(drift=fx, diffusion=gx, M=1, t0=i-0.125,
x0=as.numeric(r3dtemp), T=i, N=500, type="str",
method="smilstein")
r3dtemp <- rsde3d(mod3dtemp,at=i)
r3d <-rbind(r3d,r3dtemp)
}
r3dall <- rbind(r3dall, cbind(r3d, id=j))
}
r3dall$obsy <- r3dall$x+rnorm(length(r3dall$x),0,1)
write.table(r3dall, file="LogisticSetPointSDE.txt")
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