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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

1,297

Version

2.5.0

License

GPL-3

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Maintainer

Charles Driver

Last Published

October 18th, 2017

Functions in ctsem (2.5.0)

ctCheckFit

Check absolute fit of ctFit object.
ctCollapse

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

ctDensity
ctDiscretePars

ctDiscretePars
ctCompareExpected

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

ctDeintervalise
AnomAuth

AnomAuth
Kalman

Kalman
Oscillating

Oscillating
ctCI

ctCI Computes confidence intervals on specified parameters / matrices for already fitted ctsem fit object.
ctExample2level

ctExample2level
ctExample3

ctExample3
ctDiscretiseData

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

ctExample1
ctKalman

ctKalman
ctKalmanPlot

ctKalmanPlot
ctGenerate

ctGenerate
ctGenerateFromFit

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

Extract a ctsem model structure with parameter values from a ctsem fit object.
ctMultigroupFit

Fits a multiple group continuous time model.
ctRefineTo

ctRefineTo
ctExample4

ctExample4
ctFit

Fit a ctsem object
ctIndplot

ctIndplot
ctIntervalise

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

ctPlot
ctPlotArray

Plots a three dimensional array
ctPoly

Plots uncertainty bands with shading
ctStanContinuousPars

ctStanContinuousPars
ctstantestdat

ctstantestdat
ctstantestfit

ctstantestfit
plot.ctsemMultigroupFit

Plot function for ctsemMultigroupFit object
sdpcor2cov

sdcor2cov
ctStanFit

ctStanFit
ctStanFitTV

ctStanFitTV
ctWideToLong

ctWideToLong Convert ctsem wide to long format
ctsem

ctsem
stan_confidenceRegion

Extract functions of multiple variables from a stanfit object
summary.ctStanFit

summary.ctStanFit
ctStanModel

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

Returns model equation matrices from a ctStanModel or ctStanFit, and vector of values for free parameters.
ctStanParnames

ctStanParnames
ctStanPlotPost

ctStanPlotPost
plot.ctStanModel

Prior plotting
plot.ctsemFit

Plotting function for object class ctsemFit
ctPostPredict

Posterior predictive type check for ctsemFit.
ctStanTIpredeffects

Get time independent predictor effect estimates
ctWideNames

ctWideNames sets default column names for wide ctsem datasets. Primarily intended for internal ctsem usage.
ctExample1TIpred

ctExample1TIpred
ctExample2

ctExample2
ctLongToWide

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

Runs stan, and plots sampling information while sampling.
stan_checkdivergences

Analyse divergences in a stanfit object
summary.ctsemFit

Summary function for ctsemFit object
summary.ctsemMultigroupFit

Summary function for ctsemMultigroupFit object
ctModel

Define a ctsem model
ctStanDiscretePars

ctStanDiscretePars
ctStanDiscreteParsPlot

ctStanDiscreteParsPlot
datastructure

datastructure
inv_logit

Inverse logit
longexample

longexample
plot.ctStanFit

plot.ctStanFit