Changelog

Source: NEWS.md

simStateSpace 1.2.17

Patch

• Added ExpMat() and LogMat() for matrix exponentials and real principal matrix logarithms, and CompanionMat() for VAR block companion matrices.
• Added CTVAR2SSM() for exact sampling of higher-order derivative states and SSM2LinSDE() for continuous-time recovery using the principal matrix logarithm, with checks for uniquely recoverable intercepts and positive-semidefinite diffusion.
• Updated LinSDE2SSM() to integrate intercepts and diffusion with block matrix exponentials, supporting singular drifts and semidefinite noise. Covariance integration uses interval subdivision to avoid overflow for strongly decaying drifts.
• Added LinSDECovDeltaT() for the process noise covariance accumulated over a sampling interval in the linear SDE model.
• SSM2LinSDE() rejects a singular beta (non-finite matrix logarithm) and has a separate tolerance, tol_psi_l, for checking that psi_l is lower triangular; tol now applies only to the imaginary part of the matrix logarithm.
• Semidefinite noise covariances are factored with an eigendecomposition, so LinSDE2SSM() and SSM2LinSDE() no longer reject rank-deficient covariances because of rounding error.
• Added input validation to the linear SDE mean, covariance, and intercept functions and expanded transformation tests with analytic reference cases.
• Fixed SSMInterceptY() and LinSDEInterceptY(), which returned mean_y + lambda %*% mean_eta instead of mean_y - lambda %*% mean_eta (since 1.2.15).
• Replaced the Monte Carlo and smoke tests with exact references: the simulators are checked against a plain R state space recursion, and the moment functions against their defining equations.
• Fixed SimSSMLinSDEIVary() and SimSSMOUIVary() failing for singular drifts, semidefinite diffusion, and undamped oscillators: they now discretize with LinSDE2SSM(), once per distinct parameter set.
• All Sim* functions now share one simulation kernel and one set of input checks, with informative errors for invalid dimensions, non-finite values, and missing covariates. The same seed gives the same data as before.

simStateSpace 1.2.16

CRAN release: 2026-03-25

Patch

• Added the SimMVN() function.
• Consolidated the SimAlphaN(), SimIotaN(), SimNuN(), and SimMuN() functions.
• Added the LinSDEInterceptEta() and LinSDEInterceptY() functions.

simStateSpace 1.2.15

CRAN release: 2026-02-06

Patch

• Added the SSMInterceptEta() and SSMInterceptY() functions.

simStateSpace 1.2.14

CRAN release: 2026-01-10

Patch

• CXX_STD = CXX17 in Makevars

simStateSpace 1.2.13

Patch

• Added the SimBetaNCovariate() and SimPhiNCovariate() functions.

simStateSpace 1.2.12

CRAN release: 2025-10-10

Patch

• Added citation to Pesigan, I. J. A., Russell, M. A., & Chow, S.-M. (2025). Inferences and effect sizes for direct, indirect, and total effects in continuous-time mediation models. Psychological Methods. https://doi.org/10.1037/met0000779.

simStateSpace 1.2.11

CRAN release: 2025-09-26

Patch

• Added the SimAlphaN(), SimIotaN(), and SimNuN() functions.
• Added the LinSDECovEta(), LinSDECovY(), LinSDEMeanEta() and LinSDEMeanY() functions. Removed the LinSDECov() and LinSDEMean() functions.
• Added the SSMCovEta(), SSMCovY(), SSMMeanEta() and SSMMeanY() functions.
• Added the SimCovN() and SimCovDiagN() functions.
• Added the SimBetaN2() and SimPhiN2() functions.
• Transition matrices from SimBetaN() can now be generated with optional bounds.
• Drift matrices from SimPhiN() can now be generated with optional bounds.

simStateSpace 1.2.10

CRAN release: 2025-03-30

Patch

• Make sure the result of LinSDECov() is symmetric.

simStateSpace 1.2.9

CRAN release: 2025-02-14

Patch

• Added the LinSDECov() and LinSDEMean() functions.

simStateSpace 1.2.8

CRAN release: 2025-01-23

Patch

• Moved bootstrap components to a dedicated package, bootStateSpace, for better modularity.

simStateSpace 1.2.7

CRAN release: 2025-01-08

Patch

• Added the PBSSMFixed(), PBSSMVARFixed(), PBSSMLinSDEFixed(), and PBSSMOUFixed() functions.
• Added SystemRequirements: GSL (>= 2.6) in the DESCRIPTION file for the dynr package.

simStateSpace 1.2.3

CRAN release: 2024-11-26

Patch

• Replaced arma::inv with arma::solve.

simStateSpace 1.2.2

CRAN release: 2024-06-21

Patch

• Added the TestStationarity(), TestStability(), and TestPhi() functions.
• Added the SimBetaN() and SimPhiN() functions.
• The SimSSMLinSDEIVary() and SimSSMOUIVary() functions can now accept a matrix of zeros for the argument sigma_l.
• The SimSSMLinSDEIVary() function can now accept a vector of zeros for the argument iota.
• The SimSSMOUIVary() function can now accept a vector of zeros for the argument mu.

simStateSpace 1.2.1

CRAN release: 2024-05-14

Patch

• The LinSDE2SSM function can now accept a matrix of zeros for the argument sigma_l.
• The LinSDE2SSM function can now accept a vector of zeros for the argument iota.

simStateSpace 1.2.0

CRAN release: 2024-02-16

Patch

• Added functions to generate linear stochastic differential equation models.

simStateSpace 1.1.0

CRAN release: 2024-01-15

Minor

• Added functions to generate data for models with covariates.
• Added functions to generate data for linear growth curve models.
• Added print, as.data.frame, as.matrix, and plot methods.

simStateSpace 1.0.1

CRAN release: 2023-11-17

Patch

• Updates to package documentation.

simStateSpace 1.0.0

• Initial release.