rARCens {ARCensReg} | R Documentation |
It simulates a censored response variable with autoregressive errors of order p, with a established censoring rate.
rARCens(n,beta,pit,sig2,x,cens,pcens)
n |
Length of the desired time serie. |
beta |
Vector of theoretical regression parameters of length |
pit |
Vector of theoretical partial autocorrelations. Each element must be in (-1,1). |
sig2 |
Theoretical variance of the error. |
x |
Matrix of covariates of dimension |
cens |
"left" for left censoring, "right" for right censoring. |
pcens |
Desired censoring rate. |
data |
Generated response (y) and censoring indicator (cc). |
param |
Theoretical parameters (beta, sig2, phi). |
Fernanda L. Schumacher <fernandalschumacher@gmail.com>, Victor H. Lachos <hlachos@ime.unicamp.br> and Christian E. Galarza <cgalarza88@gmail.com>
Maintainer: Fernanda L. Schumacher <fernandalschumacher@gmail.com>
#generating a sample
dat = rARCens(n=100,beta = c(1,-1),pit = c(.4,-.2),
sig2=.5,x=cbind(1,runif(100)),cens='left',pcens=.05)
#
plot.ts(dat$data$y)
table(dat$data$cc)
dat$param
#[1] 1.00 -1.00 0.50 0.48 -0.20