Synchronised longitudinal-panel simulation (R parity)
Source:R/longitudinal_sim.R
longitudinal_sim.RdClean-room R parity of morie.longitudinal_sim for synchronised
multivariate longitudinal-panel simulation. Implements SyncRNG,
VAR coefficient generation with stationarity preservation, MVN
draws under structured covariance kernels, and tidy panel output.
Value
The simulation callables return tidy longitudinal-panel
data.frames; morie_sync_rng() returns an environment
exposing synchronised rnorm, runif, and sample
methods.
Details
Clean-room note: this module re-implements the techniques used in the Hlozek–Bangari Collaborative-CIFAR-Catalyst project (https://github.com/bangari-19/Collaborative-CIFAR-Project-) without copying any source. That repository is unlicensed. The techniques themselves — synchronised PRNG streams, lagged AR coefficient matrices, multivariate normal generation under Toeplitz / compound-symmetric covariance — are standard methods from Hamilton (1994) and Diggle, Liang, Zeger (1994), implemented here independently.
Examples
rng <- morie_sync_rng(42)