NEWS
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 (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 (2026-02-06)
Patch
- Added the
SSMInterceptEta() and SSMInterceptY() functions.
simStateSpace 1.2.14 (2026-01-10)
Patch
CXX_STD = CXX17 in Makevars
simStateSpace 1.2.13
Patch
- Added the
SimBetaNCovariate() and SimPhiNCovariate() functions.
simStateSpace 1.2.12 (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 (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 (2025-03-30)
Patch
- Make sure the result of
LinSDECov() is symmetric.
simStateSpace 1.2.9 (2025-02-14)
Patch
- Added the
LinSDECov() and LinSDEMean() functions.
simStateSpace 1.2.8 (2025-01-23)
Patch
- Moved bootstrap components to a dedicated package,
bootStateSpace, for better modularity.
simStateSpace 1.2.7 (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 (2024-11-26)
Patch
- Replaced
arma::inv with arma::solve.
simStateSpace 1.2.2 (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 (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 (2024-02-16)
Patch
- Added functions to generate linear stochastic differential equation models.
simStateSpace 1.1.0 (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 (2023-11-17)
Patch
- Updates to package documentation.
simStateSpace 1.0.0