Package index • simStateSpace

State Space Model

CTVAR2SSM(): Convert CTVAR Parameters to State Space Parameters
ProjectToStability(): Project Matrix to Stability
SSM2LinSDE(): Convert State Space Parameters to Linear SDE Parameters
SSMCovEta(): Steady-State Covariance Matrix for the Latent Variables in the State Space Model
SSMCovY(): Steady-State Covariance Matrix for the Observed Variables in the State Space Model
SSMInterceptEta(): Intercept from Steady-State Mean Vector for the Latent Variables in the State Space Model
SSMInterceptY(): Intercept from Steady-State Mean Vector for the Observed Variables in the State Space Model
SSMMeanEta(): Steady-State Mean Vector for the Latent Variables in the State Space Model
SSMMeanY(): Steady-State Mean Vector for the Observed Variables in the State Space Model
SimAlphaN(): Simulate Intercept Vectors in a Discrete-Time Vector Autoregressive Model from the Multivariate Normal Distribution
SimBetaN(): Simulate Transition Matrices from the Multivariate Normal Distribution
SimBetaN2(): Simulate Transition Matrices from the Multivariate Normal Distribution and Project to Stability
SimBetaNCovariate(): Simulate Transition Matrices with a Covariate from the Multivariate Normal Distribution
SimCovDiagN(): Simulate Diagonal Covariance Matrices from the Multivariate Normal Distribution
SimCovN(): Simulate Covariance Matrices from the Multivariate Normal Distribution
SimIotaN(): Simulate Intercept Vectors in a Continuous-Time Vector Autoregressive Model from the Multivariate Normal Distribution
SimMVN(): Simulate Vectors from the Multivariate Normal Distribution
SimMuN(): Simulate Set Point Vectors from the Multivariate Normal Distribution
SimNuN(): Simulate Intercept Vectors in a Discrete-Time Vector Autoregressive Model 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)
SpectralRadius(): Spectral Radius
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

CompanionMat(): Create a Block Companion Matrix
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

ExpMat(): Matrix Exponential
LinSDE2SSM(): Convert Linear SDE Parameters to State Space Parameters
LinSDECovDeltaT(): Interval Covariance Matrix in the Linear Stochastic Differential Equation Model
LinSDECovEta(): Steady-State Covariance Matrix for the Latent Variables in the Linear Stochastic Differential Equation Model
LinSDECovY(): Steady-State Covariance Matrix for the Observed Variables in the Linear Stochastic Differential Equation Model
LinSDEInterceptEta(): Intercept from Steady-State Mean Vector for the Latent Variables in the Linear Stochastic Differential Equation Model
LinSDEInterceptY(): Intercept from Steady-State Mean Vector for the Observed Variables in the Linear Stochastic Differential Equation Model
LinSDEMeanEta(): Steady-State Mean Vector for the Latent Variables in the Linear Stochastic Differential Equation Model
LinSDEMeanY(): Steady-State Mean Vector for the Observed Variables in the Linear Stochastic Differential Equation Model
LogMat(): Matrix Logarithm
ProjectToHurwitz(): Project Matrix to Hurwitz Stability
SSM2LinSDE(): Convert State Space Parameters to Linear SDE Parameters
SimPhiN(): Simulate Random Drift Matrices from the Multivariate Normal Distribution
SimPhiN2(): Simulate Random Drift Matrices from the Multivariate Normal Distribution and Project to Hurwitz
SimPhiNCovariate(): Simulate Random Drift Matrices with a Covariate 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)
SpectralAbscissa(): Spectral Abscissa
TestPhi(): Test the Drift Matrix
TestPhiHurwitz(): Test Hurwitz Stability of a 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

CTVAR2SSM(): Convert CTVAR Parameters to State Space Parameters
LinSDE2SSM(): Convert Linear SDE Parameters to State Space Parameters
SSM2LinSDE(): Convert State Space Parameters to Linear SDE Parameters

Tests

TestPhi(): Test the Drift Matrix
TestPhiHurwitz(): Test Hurwitz Stability of a 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