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Simulate a longitudinal panel and return a tidy long-format data.frame

Usage

morie_simulate_longitudinal_panel(
  n_individuals = 50,
  n_timepoints = 20,
  p_variables = 3,
  cov_kernel = "ar1",
  cov_rho = 0.5,
  ar_lags = 1L,
  ar_spectral_radius = 0.8,
  ar_decay = 0.6,
  missing_fraction = 0,
  outlier_fraction = 0,
  outlier_scale = 5,
  seed = 42L
)

Arguments

n_individuals

Number of subjects.

n_timepoints

Number of time-points per subject.

p_variables

Number of variables.

cov_kernel

Innovation covariance kernel.

cov_rho

Correlation parameter.

ar_lags

VAR lag order.

ar_spectral_radius

Target spectral radius (per lag).

ar_decay

Geometric decay across lags.

missing_fraction

Probability of NA mask per entry.

outlier_fraction

Probability of outlier amplification.

outlier_scale

Multiplicative factor for outliers.

seed

Non-negative integer seed.

Value

A data.frame with columns subject_id, t, variable, value.

Examples

if (FALSE) {
  df <- morie_simulate_longitudinal_panel(
    n_individuals = 30, n_timepoints = 10, p_variables = 4
  )
  head(df)
}