Simulate Data from State Space Models

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Documentation for package ‘simStateSpace’ version 1.2.11

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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
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
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
plot.simstatespace Plot Method for an Object of Class 'simstatespace'
print.simstatespace Print Method for an Object of Class 'simstatespace'
ProjectToHurwitz Project Matrix to Hurwitz Stability
ProjectToStability Project Matrix to Stability
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
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
SimNuN Simulate Intercept Vectors in a Discrete-Time Vector Autoregressive Model from the Multivariate Normal Distribution
SimPhiN Simulate Random Drift Matrices from the Multivariate Normal Distribution
SimPhiN2 Simulate Random Drift Matrices from the Multivariate Normal Distribution and Project to Hurwitz
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)
SpectralAbscissa Spectral Abscissa
SpectralRadius Spectral Radius
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
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
TestPhi Test the Drift Matrix
TestPhiHurwitz Test Hurwitz Stability of a Drift Matrix
TestStability Test Stability
TestStationarity Test Stationarity