simStateSpace (version 1.2.14)

SimSSMLinGrowthIVary: Simulate Data from the Linear Growth Curve Model (Individual-Varying Parameters)

Description

This function simulates data from the linear growth curve model. It assumes that the parameters can vary across individuals.

Usage

SimSSMLinGrowthIVary(
  n,
  time,
  mu0,
  sigma0_l,
  theta_l,
  type = 0,
  x = NULL,
  gamma = NULL,
  kappa = NULL
)

Value

Returns an object of class simstatespace

which is a list with the following elements:

• call: Function call.

• args: Function arguments.

• data: Generated data which is a list of length n. Each element of data is a list with the following elements:

  • id: A vector of ID numbers with length l, where l is the value of the function argument time.

  • time: A vector time points of length l.

  • y: A l by k matrix of values for the manifest variables.

  • eta: A l by p matrix of values for the latent variables.

  • x: A l by j matrix of values for the covariates (when covariates are included).

• fun: Function used.

Arguments

n

Positive integer. Number of individuals.

time

Positive integer. Number of time points.

mu0

A list of numeric vectors. Each element of the list is a vector of length two. The first element is the mean of the intercept, and the second element is the mean of the slope.

sigma0_l

A list of numeric matrices. Each element of the list is the Cholesky factorization (t(chol(sigma0))) of the covariance matrix of the intercept and the slope.

theta_l

A list numeric values. Each element of the list is the square root of the common measurement error variance.

type

Integer. State space model type. See Details in SimSSMLinGrowth() for more information.

x

List. Each element of the list is a matrix of covariates for each individual i in n. The number of columns in each matrix should be equal to time.

gamma

List of numeric matrices. Each element of the list is the matrix linking the covariates to the latent variables at current time point (\(\boldsymbol{\Gamma}\)).

kappa

List of numeric matrices. Each element of the list is the matrix linking the covariates to the observed variables at current time point (\(\boldsymbol{\kappa}\)).

Author

Ivan Jacob Agaloos Pesigan

Details

Parameters can vary across individuals by providing a list of parameter values. If the length of any of the parameters (mu0, sigma0, mu, theta_l, gamma, or kappa) is less the n, the function will cycle through the available values.

References

Chow, S.-M., Ho, M. R., Hamaker, E. L., & Dolan, C. V. (2010). Equivalence and differences between structural equation modeling and state-space modeling techniques. Structural Equation Modeling: A Multidisciplinary Journal, 17(2), 303–332. tools:::Rd_expr_doi("10.1080/10705511003661553")

See Also

Other Simulation of State Space Models Data Functions: LinSDE2SSM(), LinSDECovEta(), LinSDECovY(), LinSDEMeanEta(), LinSDEMeanY(), ProjectToHurwitz(), ProjectToStability(), SSMCovEta(), SSMCovY(), SSMMeanEta(), SSMMeanY(), SimAlphaN(), SimBetaN(), SimBetaN2(), SimBetaNCovariate(), SimCovDiagN(), SimCovN(), SimIotaN(), SimNuN(), SimPhiN(), SimPhiN2(), SimPhiNCovariate(), SimSSMFixed(), SimSSMIVary(), SimSSMLinGrowth(), SimSSMLinSDEFixed(), SimSSMLinSDEIVary(), SimSSMOUFixed(), SimSSMOUIVary(), SimSSMVARFixed(), SimSSMVARIVary(), SpectralRadius(), TestPhi(), TestPhiHurwitz(), TestStability(), TestStationarity()

Other Simulation of State Space Models Data Functions: LinSDE2SSM(), LinSDECovEta(), LinSDECovY(), LinSDEMeanEta(), LinSDEMeanY(), ProjectToHurwitz(), ProjectToStability(), SSMCovEta(), SSMCovY(), SSMMeanEta(), SSMMeanY(), SimAlphaN(), SimBetaN(), SimBetaN2(), SimBetaNCovariate(), SimCovDiagN(), SimCovN(), SimIotaN(), SimNuN(), SimPhiN(), SimPhiN2(), SimPhiNCovariate(), SimSSMFixed(), SimSSMIVary(), SimSSMLinGrowth(), SimSSMLinSDEFixed(), SimSSMLinSDEIVary(), SimSSMOUFixed(), SimSSMOUIVary(), SimSSMVARFixed(), SimSSMVARIVary(), SpectralRadius(), TestPhi(), TestPhiHurwitz(), TestStability(), TestStationarity()

Examples

# prepare parameters
# In this example, the mean vector of the intercept and slope vary.
# Specifically,
# there are two sets of values representing two latent classes.
set.seed(42)
## number of individuals
n <- 10
## time points
time <- 5
## dynamic structure
p <- 2
mu0_1 <- c(0.615, 1.006) # lower starting point, higher growth
mu0_2 <- c(1.000, 0.500) # higher starting point, lower growth
mu0 <- list(mu0_1, mu0_2)
sigma0 <- matrix(
  data = c(
    1.932,
    0.618,
    0.618,
    0.587
  ),
  nrow = p
)
sigma0_l <- list(t(chol(sigma0)))
## measurement model
k <- 1
theta <- 0.50
theta_l <- list(sqrt(theta))
## covariates
j <- 2
x <- lapply(
  X = seq_len(n),
  FUN = function(i) {
    matrix(
      data = stats::rnorm(n = time * j),
      nrow = j,
      ncol = time
    )
  }
)
gamma <- list(
  diag(x = 0.10, nrow = p, ncol = j)
)
kappa <- list(
  diag(x = 0.10, nrow = k, ncol = j)
)

# Type 0
ssm <- SimSSMLinGrowthIVary(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  theta_l = theta_l,
  type = 0
)

plot(ssm)

# Type 1
ssm <- SimSSMLinGrowthIVary(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  theta_l = theta_l,
  type = 1,
  x = x,
  gamma = gamma
)

plot(ssm)

# Type 2
ssm <- SimSSMLinGrowthIVary(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  theta_l = theta_l,
  type = 2,
  x = x,
  gamma = gamma,
  kappa = kappa
)

plot(ssm)