Package index • simStateSpace

State Space Model

SimBetaN(): Simulate Transition Matrices from the Multivariate Normal Distribution

SimSSMFixed(): Simulate Data from a State Space Model (Fixed Parameters)

SimSSMIVary(): Simulate Data from a State Space Model (Individual-Varying Parameters)

TestStationarity(): Test Stationarity

Growth Curve Model

SimSSMLinGrowth(): Simulate Data from the Linear Growth Curve Model

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

Vector Autoregressive Model

SimSSMVARFixed(): Simulate Data from the Vector Autoregressive Model (Fixed Parameters)

SimSSMVARIVary(): Simulate Data from the Vector Autoregressive Model (Individual-Varying Parameters)

Linear Stochastic Differential Equation Model

LinSDE2SSM(): Convert Parameters from the Linear Stochastic Differential Equation Model to State Space Model Parameterization

SimPhiN(): Simulate Random Drift Matrices from the Multivariate Normal Distribution

SimSSMLinSDEFixed(): Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)

SimSSMLinSDEIVary(): Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Individual-Varying Parameters)

TestPhi(): Test the Drift Matrix

TestStability(): Test Stability

Ornstein–Uhlenbeck Model

SimSSMOUFixed(): Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)

SimSSMOUIVary(): Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Individual-Varying Parameters)

Transformation

LinSDE2SSM(): Convert Parameters from the Linear Stochastic Differential Equation Model to State Space Model Parameterization

Tests

TestPhi(): Test the Drift Matrix

TestStability(): Test Stability

TestStationarity(): Test Stationarity

Methods

as.data.frame(<simstatespace>): Coerce an Object of Class simstatespace to a Data Frame

as.matrix(<simstatespace>): Coerce an Object of Class simstatespace to a Matrix

plot(<simstatespace>): Plot Method for an Object of Class simstatespace

print(<simstatespace>): Print Method for an Object of Class simstatespace