# NOT RUN {
#get data
sunspots<-sunspot.year
sunspots<-sunspots[50: (length(sunspots) - (1988-1924))]
id <- 1
time <- 1749:1924
datalong <- cbind(id, time, sunspots)
#setup model
model <- ctModel(type='stanct',
manifestNames='sunspots',
latentNames=c('ss_level', 'ss_velocity'),
LAMBDA=matrix(c( -1, 'ma1 | log(exp(-param)+1)' ), nrow=1, ncol=2),
DRIFT=matrix(c(0, 'a21', 1, 'a22'), nrow=2, ncol=2),
MANIFESTMEANS=matrix(c('m1 | (param)*5+44'), nrow=1, ncol=1),
CINT=matrix(c(0, 0), nrow=2, ncol=1),
T0VAR=matrix(c(1,0,0,1), nrow=2, ncol=2), #Because single subject
DIFFUSION=matrix(c(0.0001, 0, 0, "diffusion"), ncol=2, nrow=2))
#fit and plot importance sampling diagnostic
fit <- ctStanFit(datalong, model,
optimcontrol=list(finishsamples=500),nopriors=FALSE)
isdiag(fit)
# }
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