
Synchronised longitudinal-panel simulation (R parity)
Source:R/longitudinal_sim.R
longitudinal_sim.RdR 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
The techniques — 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).
Examples
rng <- morie_sync_rng(42)