## ---- test-simStateSpace-sim-ssm-ou-fixed lapply( X = 1, FUN = function(i, text) { message(text) # prepare parameters set.seed(42) p <- k <- 2 iden <- diag(p) iden_sqrt <- chol(iden) n <- 5 mu0 <- c(-3.0, 1.5) sigma0_sqrt <- iden_sqrt mu <- c(5.76, 5.18) phi <- matrix(data = c(0.10, -0.05, -0.05, 0.10), nrow = p) sigma_sqrt <- chol( matrix(data = c(2.79, 0.06, 0.06, 3.27), nrow = p) ) nu <- rep(x = 0, times = k) lambda <- diag(k) theta_sqrt <- chol(diag(x = 0.50, nrow = k)) delta_t <- 0.10 time <- 50 burn_in <- 10 ssm <- SimSSMOUFixed( n = n, mu0 = mu0, sigma0_sqrt = sigma0_sqrt, mu = mu, phi = phi, sigma_sqrt = sigma_sqrt, nu = nu, lambda = lambda, theta_sqrt = theta_sqrt, delta_t = delta_t, time = time, burn_in = burn_in ) Sim2Matrix(ssm, eta = TRUE) Sim2Matrix(ssm, eta = FALSE) ssm <- SimSSMOU( mu0 = mu0, sigma0_sqrt = sigma0_sqrt, mu = mu, phi = phi, sigma_sqrt = sigma_sqrt, nu = nu, lambda = lambda, theta_sqrt = theta_sqrt, delta_t = delta_t, time = time, burn_in = burn_in ) Sim2Matrix(ssm, eta = TRUE) Sim2Matrix(ssm, eta = FALSE) }, text = "test-simStateSpace-sim-ssm-ou-fixed" )