% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/simulate_disagg.R
\name{simulate_disagg}
\alias{simulate_disagg}
\title{Simulate from the state-space disaggregation DGP}
\usage{
simulate_disagg(
  T = 40L,
  K = 5L,
  phi1_center = 100,
  omega_struct = 0.3,
  delta_mu = 0.02,
  delta_sigma = 0.01,
  tau_mu = 0.04,
  tau_sigma = 0.3,
  sigma_cpi = 1,
  nu = Inf,
  seed = 1234L
)
}
\arguments{
\item{T}{Integer; number of periods.}

\item{K}{Integer; number of sectors.}

\item{phi1_center}{Numeric; central level of the initial cross-section.}

\item{omega_struct}{Numeric; cross-sectional log-level dispersion at t = 1.}

\item{delta_mu, delta_sigma}{Common drift and its cross-sector dispersion.}

\item{tau_mu, tau_sigma}{Geometric mean innovation scale and log-dispersion
(so \eqn{\tau_k = \tau_{mu}\exp(\tau_{sigma} z_k)}).}

\item{sigma_cpi}{Observation noise scale on the aggregate.}

\item{nu}{Student-t degrees of freedom of the observation (\code{Inf} = Gaussian).}

\item{seed}{Integer RNG seed.}
}
\value{
A list with \code{cpi} (length \eqn{T}), \code{W} (\eqn{T \times K},
  rows sum to 1), \code{phi_true} (\eqn{T \times K}), \code{agg_true}
  (length \eqn{T}), and \code{params} (the true scalar/vector parameters).
}
\description{
Generates a synthetic aggregate index \code{cpi}, the (known) VAB weights
\code{W}, and the latent sectoral price-index paths \code{phi_true} from the
same data-generating process as \code{\link{disaggregate_statespace}}. The
innovation scale is kept modest so the log random walk stays in a numerically
stable region over the simulated horizon (the same care taken in the sibling
OU simulator).
}
\examples{
sim <- simulate_disagg(T = 20, K = 3, seed = 42)
str(sim$params)
}
