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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

2.6.5

License

GPL-3

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Maintainer

Charles Driver

Last Published

June 25th, 2018

Functions in ctsem (2.6.5)

ctExample3

ctExample3
ctPlotArray

Plots three dimensional y values for quantile plots
ctGenerateFromFit

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

ctIndplot
ctstantestdat

ctstantestdat
ctMultigroupFit

Fits a multiple group continuous time model.
ctStanPostPredict

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

ctPlot
ctstantestfit

ctstantestfit
plot.ctsemMultigroupFit

Plot function for ctsemMultigroupFit object
plot.ctsemFitMeasure

Misspecification plot using ctCheckFit output
ctStanTIpredMarginal

Plot marginal relationships between covariates and parameters for a ctStanFit object.
sdpcor2cov

sdcor2cov
ctModel

Define a ctsem model
ctRefineTo

ctRefineTo
ctPoly

Plots uncertainty bands with shading
ctPostPredict

Posterior predictive type check for ctsemFit.
ctModelFromFit

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

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

Get time independent predictor effect estimates
ctExample1

ctExample1
ctIntervalise

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

Prior plotting
plot.ctsemFit

Plotting function for object class ctsemFit
ctKalmanPlot

ctKalmanPlot
stanWplot

Runs stan, and plots sampling information while sampling.
ctKalman

ctKalman
ctWideToLong

ctWideToLong Convert ctsem wide to long format
ctStanContinuousPars

ctStanContinuousPars
stan_confidenceRegion

Extract functions of multiple variables from a stanfit object
stan_checkdivergences

Analyse divergences in a stanfit object
ctStanDiscreteParsPlot

ctStanDiscreteParsPlot
ctStanDiscretePars

ctStanDiscretePars
ctLongToWide

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

ctsem
ctStanModel

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

Diagnostics for ctsem importance sampling
ctStanParMatrices

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

ctStanFit
longexample

longexample
msquare

Right multiply a matrix by its transpose.
ctStanParnames

ctStanParnames
plot.ctStanFit

plot.ctStanFit
summary.ctsemFit

Summary function for ctsemFit object
ctStanPlotPost

ctStanPlotPost
datastructure

datastructure
inv_logit

Inverse logit
stan_postcalc

Compute functions of matrices from samples of a stanfit object
summary.ctStanFit

summary.ctStanFit
summary.ctsemMultigroupFit

Summary function for ctsemMultigroupFit object
ctCheckFit

Check absolute fit of ctFit or ctStanFit object.
AnomAuth

AnomAuth
Kalman

Kalman
ctDiscretiseData

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

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

ctDensity
ctFitR

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

ctGenerate
ctCompareExpected

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

ctDeintervalise
ctExample1TIpred

ctExample1TIpred
ctDiscretePars

ctDiscretePars
ctExample2level

ctExample2level
ctExample2

ctExample2
Oscillating

Oscillating
ctCI

ctCI Computes confidence intervals on specified parameters / matrices for already fitted ctsem fit object.
ctExample4

ctExample4
ctFit

Fit a ctsem object