## ----include = FALSE---------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----distances---------------------------------------------------------------- library(mcgf) locations <- matrix( c(0, 0, 2, 0, 1, 1.5), ncol = 2, byrow = TRUE, dimnames = list(paste0("S", 1:3), c("x", "y")) ) d <- find_dists(locations, longlat = FALSE) d ## ----base-parameters---------------------------------------------------------- par_base <- list( par_s = list( nugget = 0.05, c = 0.1, gamma = 0.5 ), par_t = list( a = 0.2, alpha = 0.5 ) ) ## ----simulate-base------------------------------------------------------------ set.seed(1) x_base <- mcgf_sim( N = 200, base = "sep", lagrangian = "none", par_base = par_base, par_lagr = NULL, lambda = 0, dists = d, lag = 1 ) dim(x_base) ## ----remove-init-------------------------------------------------------------- lag <- 1 horizon <- 1 x_base_use <- x_base[-seq_len(lag + horizon), , drop = FALSE] ## ----lagr-parameters---------------------------------------------------------- par_lagr <- list(v1 = 2, v2 = 1, k = 3) ## ----simulate-lagr------------------------------------------------------------ set.seed(2) x_lagr <- mcgf_sim( N = 200, base = "sep", lagrangian = "lagr_tri", par_base = par_base, par_lagr = par_lagr, lambda = 0.2, dists = d, lag = 2 ) dim(x_lagr) ## ----regimes------------------------------------------------------------------ N <- 200 label <- rep(c(1, 2), each = N / 2) table(label) ## ----rs-parameters------------------------------------------------------------ par_base_1 <- par_base par_base_2 <- list( par_s = list( nugget = 0.05, c = 0.2, gamma = 0.5 ), par_t = list( a = 0.5, alpha = 0.7 ) ) ## ----simulate-rs-------------------------------------------------------------- set.seed(3) x_rs <- mcgf_rs_sim( N = N, label = label, base_ls = list("sep"), lagrangian_ls = list("none"), par_base_ls = list(par_base_1, par_base_2), par_lagr_ls = list(NULL), lambda_ls = list(0), dists_ls = list(d), lag_ls = list(1, 1) ) head(x_rs) ## ----return-all--------------------------------------------------------------- set.seed(4) out <- mcgf_sim( N = 50, base = "sep", lagrangian = "none", par_base = par_base, par_lagr = NULL, lambda = 0, dists = d, lag = 1, return_all = TRUE ) names(out) names(out$par)