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ctsem allows for easy specification and fitting of a range of continuous and discrete time dynamic models, including multiple indicators (dynamic factor analysis), multiple, potentially higher order processes, and time dependent (varying within subject) and time independent (not varying within subject) covariates. Classic longitudinal models like latent growth curves and latent change score models are also possible. Version 1 of ctsem provided SEM based functionality by linking to the OpenMx software, allowing mixed effects models (random means but fixed regression and variance parameters) for multiple subjects. For version 2 of the R package ctsem, we include a Bayesian specification and fitting routine that uses the Stan probabilistic programming language, via the rstan package in R. This allows for all parameters of the dynamic model to individually vary, using an estimated population mean and variance, and any time independent covariate effects, as a prior. ctsem version 1 is documented in a forthcoming JSS publication (Driver, Voelkle, Oud, in press), and in R vignette form at https://cran.r-project.org/package=ctsem/vignettes/ctsem.pdf . The new Bayesian approach is outlined in the vignette, Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem, at https://cran.r-project.org/package=ctsem/vignettes/hierarchical.pdf . To cite ctsem please use the citation("ctsem") command in R.

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Install

install.packages('ctsem')

Monthly Downloads

773

Version

2.4.0

License

GPL-3

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Maintainer

Charles Driver

Last Published

May 17th, 2017

Functions in ctsem (2.4.0)

ctDensity

ctDensity
ctDiscretePars

ctDiscretePars
ctIndplot

ctIndplot
ctIntervalise

Converts absolute times to intervals for wide format ctsem panel data
ctDiscretiseData

Discretise long format continuous time (ctsem) data to specific timestep.
ctExample1

ctExample1
ctExample1TIpred

ctExample1TIpred
ctExample2

ctExample2
ctKalman

ctKalman
ctLongToWide

ctLongToWide Restructures time series / panel data from long format to wide format for ctsem analysis
ctStanKalman

ctStanKalman
ctStanKalmanPlot

ctStanKalmanPlot
ctsem

ctsem
ctstantestdat

ctstantestdat
sdpcor2cov

sdcor2cov
stanWplot

Runs stan, and plots sampling information while sampling.
ctCompareExpected

ctCompareExpected Compares model implied to observed means and covariances for panel data fit with ctsem.
ctDeintervalise

ctDeintervalise
ctExample2level

ctExample2level
ctExample3

ctExample3
AnomAuth

AnomAuth
Oscillating

Oscillating
ctExample4

ctExample4
ctFit

Fit a ctsem object
ctModel

Define a ctsem model
ctMultigroupFit

Fits a multiple group continuous time model.
inv_logit

Inverse logit
ctRefineTo

ctRefineTo
ctStanContinuousPars

ctStanContinuousPars
ctStanFit

ctStanFit
ctStanFitTV

ctStanFit
ctPlot

ctPlot
ctPlotArray

Plots a three dimensional array
ctStanPlotPost

ctStanPlotPost
ctStanTIpredeffects

Get time independent predictor effect estimates
ctCI

ctCI Computes confidence intervals on specified parameters / matrices for already fitted ctsem fit object.
ctCollapse

ctCollapse Easily collapse an array margin using a specified function.
ctGenerate

ctGenerate
plot.ctStanFit

plot.ctStanFit
plot.ctStanModel

Prior plotting
summary.ctStanFit

summary.ctStanFit
summary.ctsemFit

Summary function for ctsemFit object
ctStanModel

Convert a frequentist (omx) ctsem model specification to Bayesian (Stan).
ctStanParnames

ctStanParnames
ctWideNames

ctWideNames sets default column names for wide ctsem datasets. Primarily intended for internal ctsem usage.
ctWideToLong

ctWideToLong Convert ctsem wide to long format
plot.ctsemFit

Plotting function for object class ctsemFit
plot.ctsemMultigroupFit

Plot function for ctsemMultigroupFit object
longexample

longexample
ctGenerateFromFit

Generates data according to the model estimated in a ctsemFit object.#'
ctPoly

Plots uncertainty bands with shading
ctPostPredict

Posterior predictive type check for ctsemFit.
ctStanDiscretePars

ctStanDiscretePars
ctStanDiscreteParsPlot

ctStanDiscreteParsPlot
summary.ctsemMultigroupFit

Summary function for ctsemMultigroupFit object
ctstantestfit

ctstantestfit
datastructure

datastructure