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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

2.6.4

License

GPL-3

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Maintainer

Last Published

June 10th, 2018

Functions in ctsem (2.6.4)

ctModel

Define a ctsem model
ctStanDiscretePars

ctStanDiscretePars
ctstantestdat

ctstantestdat
ctWideNames

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

ctIndplot
ctGenerateFromFit

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

ctStanContinuousPars
ctsem

ctsem
ctIntervalise

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

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

ctKalman
plot.ctsemMultigroupFit

Plot function for ctsemMultigroupFit object
stanWplot

Runs stan, and plots sampling information while sampling.
ctStanParMatrices

Returns model equation and other matrices from a ctStanFit object, and vector of values for free parameters.
sdpcor2cov

sdcor2cov
ctWideToLong

ctWideToLong Convert ctsem wide to long format
plot.ctsemFit

Plotting function for object class ctsemFit
ctExample2

ctExample2
ctModelFromFit

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

Posterior predictive type check for ctsemFit.
ctMultigroupFit

Fits a multiple group continuous time model.
stan_checkdivergences

Analyse divergences in a stanfit object
datastructure

datastructure
ctstantestfit

ctstantestfit
ctRefineTo

ctRefineTo
summary.ctStanFit

summary.ctStanFit
plot.ctsemFitMeasure

Misspecification plot using ctCheckFit output
ctKalmanPlot

ctKalmanPlot
summary.ctsemFit

Summary function for ctsemFit object
inv_logit

Inverse logit
isdiag

Diagnostics for ctsem importance sampling
ctPlot

ctPlot
ctLongToWide

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

ctStanDiscreteParsPlot
ctPoly

Plots uncertainty bands with shading
ctPlotArray

Plots three dimensional y values for quantile plots
ctStanPostPredict

Compares model implied density and values to observed, for a ctStanFit object.
ctStanFit

ctStanFit
ctStanParnames

ctStanParnames
ctStanPlotPost

ctStanPlotPost
ctStanTIpredeffects

Get time independent predictor effect estimates
plot.ctStanFit

plot.ctStanFit
plot.ctStanModel

Prior plotting
summary.ctsemMultigroupFit

Summary function for ctsemMultigroupFit object
longexample

longexample
msquare

Right multiply a matrix by its transpose.
stan_postcalc

Compute functions of matrices from samples of a stanfit object
stan_confidenceRegion

Extract functions of multiple variables from a stanfit object
ctCheckFit

Check absolute fit of ctFit or ctStanFit object.
Kalman

Kalman
ctCollapse

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

ctDeintervalise
ctGenerate

ctGenerate
ctExample2level

ctExample2level
ctExample4

ctExample4
ctExample1TIpred

ctExample1TIpred
ctDiscretePars

ctDiscretePars
ctDiscretiseData

Discretise long format continuous time (ctsem) data to specific timestep.
ctExample3

ctExample3
Oscillating

Oscillating
AnomAuth

AnomAuth
ctFitR

Fit ctsem models with Kalman filter R code -- slower!
ctExample1

ctExample1
ctCI

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

ctDensity
ctCompareExpected

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

Fit a ctsem object