R: Simulate Data from State Space Models

# Simulate Data from State Space Models

## Documentation for package ‘simStateSpace’ version 1.2.16

- 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
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
LinSDEInterceptEta | Intercept from Steady-State Mean Vector for the Latent Variables in the Linear Stochastic Differential Equation Model
LinSDEInterceptY | Intercept from Steady-State Mean Vector 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
SimBetaNCovariate | Simulate Transition Matrices with a Covariate from the Multivariate Normal Distribution
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
SimMuN | Simulate Set Point Vectors from the Multivariate Normal Distribution
SimMVN | Simulate Vectors 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
SimPhiNCovariate | Simulate Random Drift Matrices with a Covariate 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)
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
SSMInterceptEta | Intercept from Steady-State Mean Vector for the Latent Variables in the State Space Model
SSMInterceptY | Intercept from Steady-State Mean Vector 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