ctsem (version 3.3.11)

ctKalman: ctKalman

Description

Outputs predicted, updated, and smoothed estimates of manifest indicators and latent states, with covariances, for specific subjects from data fit with ctStanFit, based on medians of parameter distribution.

Usage

ctKalman(
  fit,
  timerange = "asdata",
  timestep = "auto",
  subjects = 1,
  removeObs = FALSE,
  plot = FALSE,
  realid = FALSE,
  ...
)

Arguments

fit

fit object as generated by ctStanFit.

timerange

Either 'asdata' to just use the observed data range, or a numeric vector of length 2 denoting start and end of time range, allowing for estimates outside the range of observed data. Ranges smaller than the observed data are ignored.

timestep

Either 'asdata' to just use the observed data (which also requires 'asdata' for timerange) or a positive numeric value indicating the time step to use for interpolating values. Lower values give a more accurate / smooth representation, but take a little more time to calculate. Currently unavailable for ctStan fits.

subjects

vector of integers denoting which subjects (from 1 to N) to plot predictions for.

removeObs

Logical. If TRUE, observations (but not covariates) are set to NA, so only expectations based on parameters and covariates are returned.

plot

Logical. If TRUE, plots output instead of returning it. See plot.ctKalmanDF (Stan based fit) for the possible arguments.

realid

Output using original (not necessarily integer sequence) subject id's?

...

additional arguments to pass to plot.ctKalmanDF.

Value

Returns a list containing matrix objects etaprior, etaupd, etasmooth, y, yprior, yupd, ysmooth, prederror, time, loglik, with values for each time point in each row. eta refers to latent states and y to manifest indicators - y itself is thus just the input data. Covariance matrices etapriorcov, etaupdcov, etasmoothcov, ypriorcov, yupdcov, ysmoothcov, are returned in a row * column * time array. Some outputs are unavailable for ctStan fits at present. If plot=TRUE, nothing is returned but a plot is generated.

Examples

# NOT RUN {
#Basic
ctKalman(ctstantestfit, timerange=c(0,60), plot=TRUE)

#Multiple subjects, y and yprior, showing plot arguments
plot1<-ctKalman(ctstantestfit, timerange=c(0,60), timestep=.1, plot=TRUE,
  subjects=2:3, 
  kalmanvec=c('y','yprior'),
  errorvec=c(NA,'ypriorcov')) #'auto' would also have achieved this
  
 #modify plot as per normal with ggplot
 print(plot1+ggplot2::coord_cartesian(xlim=c(0,10)))
 
 #or generate custom plot from scratch:#'  
 k=ctKalman(ctstantestfit, timerange=c(0,60), timestep=.1, subjects=2:3)
 library(ggplot2)
 ggplot(k[k$Element %in% 'yprior',],
   aes(x=Time, y=value,colour=Subject,linetype=Row)) +
   geom_line() +
   theme_bw()

 
# }