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simStateSpace (version 1.2.3)

Simulate Data from State Space Models

Description

Provides a streamlined and user-friendly framework for simulating data in state space models, particularly when the number of subjects/units (n) exceeds one, a scenario commonly encountered in social and behavioral sciences. For an introduction to state space models in social and behavioral sciences, refer to Chow, Ho, Hamaker, and Dolan (2010) .

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Install

install.packages('simStateSpace')

Monthly Downloads

805

Version

1.2.3

License

GPL (>= 3)

Issues

0

Pull Requests

0

Stars

2

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0

Maintainer

Ivan Jacob Agaloos Pesigan

Last Published

November 26th, 2024

Functions in simStateSpace (1.2.3)

LinSDE2SSM

Convert Parameters from the Linear Stochastic Differential Equation Model to State Space Model Parameterization
SimBetaN

Simulate Transition Matrices from the Multivariate Normal Distribution
SimSSMLinGrowth

Simulate Data from the Linear Growth Curve Model
SimSSMVARIVary

Simulate Data from the Vector Autoregressive Model (Individual-Varying Parameters)
plot.simstatespace

Plot Method for an Object of Class simstatespace
SimSSMOUIVary

Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Individual-Varying Parameters)
TestPhi

Test the Drift Matrix
SimSSMLinSDEIVary

Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Individual-Varying Parameters)
SimPhiN

Simulate Random Drift Matrices from the Multivariate Normal Distribution
SimSSMLinGrowthIVary

Simulate Data from the Linear Growth Curve Model (Individual-Varying Parameters)
SimSSMOUFixed

Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)
SimSSMVARFixed

Simulate Data from the Vector Autoregressive Model (Fixed Parameters)
print.simstatespace

Print Method for an Object of Class simstatespace
SimSSMLinSDEFixed

Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)
TestStability

Test Stability
SimSSMFixed

Simulate Data from a State Space Model (Fixed Parameters)
TestStationarity

Test Stationarity
as.data.frame.simstatespace

Coerce an Object of Class simstatespace to a Data Frame
as.matrix.simstatespace

Coerce an Object of Class simstatespace to a Matrix
simStateSpace-package

simStateSpace: Simulate Data from State Space Models
SimSSMIVary

Simulate Data from a State Space Model (Individual-Varying Parameters)