Simulate with parameter values sampled from a covariance step
Simulate with parameter values sampled from a covariance step
Like NMsim_default but $THETA, $OMEGA, and SIGMA are drawn from distribution estimated in covariance step. A successful covariance step must be available from the estimation. In case the simulation leads to negative diagonal elements in OMEGAandSIGMA, those values are truncated at zero. For simulation with parameter variability based on bootstrap results, use NMsim_default.
This function does not run any simulations. To simulate, using this method, see NMsim().