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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 JSS publication (Driver, Voelkle, Oud, 2017), and in R vignette form at https://cran.r-project.org/package=ctsem/vignettes/ctsem.pdf . The Bayesian approach is outlined in Introduction to Hierarchical Continuous Time Dynamic Modelling with ctsem, at https://www.researchgate.net/publication/310747987_Introduction_to_Hierarchical_Continuous_Time_Dynamic_Modelling_With_ctsem . To cite ctsem please use the citation("ctsem") command in R.

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Install

install.packages('ctsem')

Monthly Downloads

899

Version

2.8.2

License

GPL-3

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Maintainer

Charles Driver

Last Published

February 3rd, 2019

Functions in ctsem (2.8.2)

ctDiscretiseData

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

ctExample1
ctExample4

ctExample4
ctStanDiscreteParsPlot

ctStanDiscreteParsPlot
ctStanPostPredict

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

Fits a multiple group continuous time model.
ctModelFromFit

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

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

ctStanDiscretePars
ctFit

Fit a ctsem object
Kalman

Kalman
ctGenerate

ctGenerate
ctGenerateFromFit

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

Diagnostics for ctsem importance sampling
ctExample2level

ctExample2level
ctExample3

ctExample3
ctStanParnames

ctStanParnames
ctLongToWide

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

Plot function for ctsemMultigroupFit object
ctStanPlotPost

ctStanPlotPost
ctModel

Define a ctsem model
ctExample1TIpred

ctExample1TIpred
ctPoly

Plots uncertainty bands with shading
ctIndplot

ctIndplot
ctIntervalise

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

Add a $generated object to ctstanfit object, with random data generated from posterior of ctstanfit object
ctWideToLong

ctWideToLong Convert ctsem wide to long format
ctWideNames

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

longexample
ctStanFit

ctStanFit
ctPostPredict

Posterior predictive type check for ctsemFit.
ctStanTIpredeffects

Get time independent predictor effect estimates
ctStanUpdModel

Update an already compiled and fit ctStanFit object
ctPlot

ctPlot
ctstantestfit

ctstantestfit
ctPlotArray

Plots three dimensional y values for quantile plots
extract.ctStanFit

Extract samples from a ctStanFit object
sdpcor2cov

sdcor2cov
datastructure

datastructure
stanWplot

Runs stan, and plots sampling information while sampling.
ctStanModel

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

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

Convert samples from a stanfit object to the unconstrained scale
ctsem

ctsem
stan_checkdivergences

Analyse divergences in a stanfit object
ctstantestdat

ctstantestdat
inv_logit

Inverse logit
plot.ctStanFit

plot.ctStanFit
plot.ctStanModel

Prior plotting
stan_confidenceRegion

Extract functions of multiple variables from a stanfit object
stan_postcalc

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

summary.ctStanFit
ctExample2

ctExample2
ctKalman

ctKalman
ctKalmanPlot

ctKalmanPlot
ctRefineTo

ctRefineTo
ctStanContinuousPars

ctStanContinuousPars
msquare

Right multiply a matrix by its transpose.
optimstan

Optimize / importance sample a stan or ctStan model.
plot.ctsemFit

Plotting function for object class ctsemFit
plot.ctsemFitMeasure

Misspecification plot using ctCheckFit output
summary.ctsemFit

Summary function for ctsemFit object
summary.ctsemMultigroupFit

Summary function for ctsemMultigroupFit object
ctCompareExpected

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

ctDeintervalise
ctCheckFit

Check absolute fit of ctFit or ctStanFit object.
ctCollapse

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

Oscillating
ctCI

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

ctDensity
ctDiscretePars

ctDiscretePars
AnomAuth

AnomAuth