Package: simStateSpace 1.2.2.9000

simStateSpace: Simulate Data from State Space Models

Provides a streamlined and user-friendly framework for simulating data in state space models, particularly when the number of subjects/units (n) exceeds one, a scenario commonly encountered in social and behavioral sciences. For an introduction to state space models in social and behavioral sciences, refer to Chow, Ho, Hamaker, and Dolan (2010) <doi:10.1080/10705511003661553>.

Authors:Ivan Jacob Agaloos Pesigan [aut, cre, cph]

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simStateSpace.pdf |simStateSpace.html✨
simStateSpace/json (API)
NEWS

# Install 'simStateSpace' in R:
install.packages('simStateSpace', repos = c('https://jeksterslab.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

simulationstate-space-model

16 exports 1 stars 2.37 score 2 dependencies 58 scripts 757 downloads

Last updated 13 days agofrom:df2bd566e1. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 26 2024
R-4.5-win-x86_64OKAug 26 2024
R-4.5-linux-x86_64OKAug 26 2024
R-4.4-win-x86_64OKAug 26 2024
R-4.4-mac-x86_64OKAug 26 2024
R-4.4-mac-aarch64OKAug 26 2024
R-4.3-win-x86_64OKAug 26 2024
R-4.3-mac-x86_64OKAug 26 2024
R-4.3-mac-aarch64OKAug 26 2024

Exports:LinSDE2SSMSimBetaNSimPhiNSimSSMFixedSimSSMIVarySimSSMLinGrowthSimSSMLinGrowthIVarySimSSMLinSDEFixedSimSSMLinSDEIVarySimSSMOUFixedSimSSMOUIVarySimSSMVARFixedSimSSMVARIVaryTestPhiTestStabilityTestStationarity

Dependencies:RcppRcppArmadillo

Readme and manuals

Help Manual

Help pageTopics
Coerce an Object of Class 'simstatespace' to a Data Frameas.data.frame.simstatespace
Coerce an Object of Class 'simstatespace' to a Matrixas.matrix.simstatespace
Convert Parameters from the Linear Stochastic Differential Equation Model to State Space Model ParameterizationLinSDE2SSM
Plot Method for an Object of Class 'simstatespace'plot.simstatespace
Print Method for an Object of Class 'simstatespace'print.simstatespace
Simulate Transition Matrices from the Multivariate Normal DistributionSimBetaN
Simulate Random Drift Matrices from the Multivariate Normal DistributionSimPhiN
Simulate Data from a State Space Model (Fixed Parameters)SimSSMFixed
Simulate Data from a State Space Model (Individual-Varying Parameters)SimSSMIVary
Simulate Data from the Linear Growth Curve ModelSimSSMLinGrowth
Simulate Data from the Linear Growth Curve Model (Individual-Varying Parameters)SimSSMLinGrowthIVary
Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Fixed Parameters)SimSSMLinSDEFixed
Simulate Data from the Linear Stochastic Differential Equation Model using a State Space Model Parameterization (Individual-Varying Parameters)SimSSMLinSDEIVary
Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Fixed Parameters)SimSSMOUFixed
Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (Individual-Varying Parameters)SimSSMOUIVary
Simulate Data from the Vector Autoregressive Model (Fixed Parameters)SimSSMVARFixed
Simulate Data from the Vector Autoregressive Model (Individual-Varying Parameters)SimSSMVARIVary
Test the Drift MatrixTestPhi
Test StabilityTestStability
Test StationarityTestStationarity