Simulate Data from State Space Models

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Documentation for package ‘simStateSpace’ version 1.2.10

• DESCRIPTION file.
• Package NEWS.

Help Pages

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
LinSDE2SSM	Convert Parameters from the Linear Stochastic Differential Equation Model to State Space Model Parameterization
LinSDECov	Steady-State Covariance Matrix for the Linear Stochastic Differential Equation Model
LinSDEMean	Steady-State Mean Vector for the Linear Stochastic Differential Equation Model
plot.simstatespace	Plot Method for an Object of Class 'simstatespace'
print.simstatespace	Print Method for an Object of Class 'simstatespace'
SimBetaN	Simulate Transition Matrices from the Multivariate Normal Distribution
SimPhiN	Simulate Random Drift 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)
SimSSMLinGrowth	Simulate Data from the Linear Growth Curve Model
SimSSMLinGrowthIVary	Simulate Data from the Linear Growth Curve Model (Individual-Varying Parameters)
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)
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)
SimSSMVARFixed	Simulate Data from the Vector Autoregressive Model (Fixed Parameters)
SimSSMVARIVary	Simulate Data from the Vector Autoregressive Model (Individual-Varying Parameters)
TestPhi	Test the Drift Matrix
TestStability	Test Stability
TestStationarity	Test Stationarity