Package: bootStateSpace 1.0.3.9000

bootStateSpace: Bootstrap for State Space Models

Provides a streamlined and user-friendly framework for bootstrapping in state space models, particularly when the number of subjects/units (n) exceeds one, a scenario commonly encountered in social and behavioral sciences. The parametric bootstrap implemented here was developed and applied in Pesigan, Russell, and Chow (2025) <doi:10.1037/met0000779>.

Authors:Ivan Jacob Agaloos Pesigan [aut, cre, cph], Michael A. Russell [ctb], Sy-Miin Chow [ctb]

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manual.pdf |manual.html✨
card.svg |card.png
bootStateSpace/json (API)
NEWS

# Install 'bootStateSpace' in R:

install.packages('bootStateSpace', repos = c('https://jeksterslab.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jeksterslab/bootstatespace/issues

Pkgdown/docs site:https://jeksterslab.github.io

On CRAN:

bootstrap state-space-model

3.88 score 1 stars 50 scripts 144 downloads 5 exports 118 dependencies

Last updated from:71323704c8. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	192
source / vignettes	OK	251
linux-release-x86_64	OK	168
macos-release-arm64	OK	118
macos-oldrel-arm64	OK	126
windows-devel	OK	81
windows-release	OK	80
windows-oldrel	OK	78
wasm-release	OK	161

Exports:extract PBSSMFixed PBSSMLinSDEFixed PBSSMOUFixed PBSSMVARFixed

Dependencies:abind ash backports bit bit64 bitops boot broom car carData cli clipr cluster codetools colorspace cowplot cpp11 crayon Deriv deSolve doBy dplyr dynr farver fda fds FNN forcats foreach forecast Formula fracdiff generics ggplot2 glmnet glue gtable haven hdrcde hms isoband iterators jomo kernlab KernSmooth ks labeling latex2exp lattice lifecycle lme4 lmtest locfit magrittr MASS Matrix MatrixModels mclust mgcv mice microbenchmark minqa mitml modelr multicool mvtnorm nlme nloptr nnet numDeriv ordinal pan pbkrtest pcaPP pillar pkgconfig plyr pracma prettyunits progress purrr quantreg R6 rainbow rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen RCurl Rdpack readr reformulas reshape2 rlang rpart S7 scales shape simStateSpace SparseM stringi stringr survival tibble tidyr tidyselect timeDate tzdb ucminf urca utf8 vctrs viridisLite vroom withr xtable zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Estimated Parameter Method for an Object of Class 'bootstatespace'	coef.bootstatespace
Confidence Intervals Method for an Object of Class 'bootstatespace'	confint.bootstatespace
Extract Generic Function	extract
Extract Method for an Object of Class 'bootstatespace'	extract.bootstatespace
Parametric Bootstrap for the State Space Model (Fixed Parameters)	PBSSMFixed
Parametric Bootstrap for the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)	PBSSMLinSDEFixed
Parametric Bootstrap for the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)	PBSSMOUFixed
Parametric Bootstrap for the Vector Autoregressive Model (Fixed Parameters)	PBSSMVARFixed
Print Method for an Object of Class 'bootstatespace'	print.bootstatespace
Summary Method for an Object of Class 'bootstatespace'	summary.bootstatespace
Sampling Variance-Covariance Matrix Method for an Object of Class 'bootstatespace'	vcov.bootstatespace