Parameterized Simulation

This function obtains a Random Number Generator (RNG) or collection of RNGs that replicate the required parameter(s) of a distribution for a time series of data. Consider the case of reproducing a time series data set of size 20 that uses an autoregressive (AR) model with phi = 0.8 and standard deviation equal to 1. When one checks the arima.sin() function's estimated parameters, it's possible that after a single trial or a few more, one won't find the precise parameters. This enables one to look for the ideal RNG setting for a simulation that will accurately duplicate the desired parameters.


Reference manual

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install.packages("paramsim")

0.1.0 by Daniel James, 4 years ago


Browse source code at https://github.com/cran/paramsim


Authors: Daniel James [cre, aut] , Ayinde Kayode [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports forecast, foreach, parallel, doParallel, future, stats, tibble

Suggests knitr, testthat


See at CRAN