## ---- test-simStateSpace-sim-ssm-var-fixed lapply( X = 1, FUN = function(i, text) { message(text) # prepare parameters set.seed(42) k <- 3 iden <- diag(k) iden_sqrt <- chol(iden) null_vec <- rep(x = 0, times = k) n <- 5 mu0 <- null_vec sigma0_sqrt <- iden_sqrt alpha <- null_vec beta <- diag(x = 0.5, nrow = k) psi_sqrt <- iden_sqrt time <- 50 burn_in <- 10 ssm <- SimSSMVARFixed( n = n, mu0 = mu0, sigma0_sqrt = sigma0_sqrt, alpha = alpha, beta = beta, psi_sqrt = psi_sqrt, time = time, burn_in = burn_in ) Sim2Matrix(ssm, eta = TRUE) Sim2Matrix(ssm, eta = FALSE) ssm <- SimSSMVAR( mu0 = mu0, sigma0_sqrt = sigma0_sqrt, alpha = alpha, beta = beta, psi_sqrt = psi_sqrt, time = time, burn_in = burn_in ) Sim2Matrix(ssm, eta = TRUE) Sim2Matrix(ssm, eta = FALSE) }, text = "test-simStateSpace-sim-ssm-var-fixed" )