## ---- test-simStateSpace-sim-ssm-var-i-vary lapply( X = 1, FUN = function(i, text) { message(text) # prepare parameters # In this example, beta varies across individuals set.seed(42) k <- 3 iden <- diag(k) null_vec <- rep(x = 0, times = k) n <- 5 mu0 <- list(null_vec) sigma0 <- list(iden) alpha <- list(null_vec) beta <- list( diag(x = 0.1, nrow = k), diag(x = 0.2, nrow = k), diag(x = 0.3, nrow = k), diag(x = 0.4, nrow = k), diag(x = 0.5, nrow = k) ) psi <- list(iden) time <- 50 burn_in <- 10 gamma_eta <- list(0.10 * diag(k)) x <- lapply( X = seq_len(n), FUN = function(i) { return( matrix( data = rnorm(n = k * (time + burn_in)), ncol = k ) ) } ) # No covariates ssm <- simStateSpace::SimSSMVARIVary( n = n, mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, time = time, burn_in = burn_in ) as.data.frame.simstatespace(ssm, eta = TRUE) as.data.frame.simstatespace(ssm, eta = FALSE) as.data.frame.simstatespace(ssm, eta = TRUE, long = FALSE) as.data.frame.simstatespace(ssm, eta = FALSE, long = FALSE) as.matrix.simstatespace(ssm, eta = TRUE) as.matrix.simstatespace(ssm, eta = FALSE) as.matrix.simstatespace(ssm, eta = TRUE, long = FALSE) as.matrix.simstatespace(ssm, eta = FALSE, long = FALSE) print.simstatespace(ssm) plot.simstatespace(ssm, id = 1:3, time = 0:4) plot.simstatespace(ssm, eta = TRUE) # With covariates ssm <- simStateSpace::SimSSMVARIVary( n = n, mu0 = mu0, sigma0 = sigma0, alpha = alpha, beta = beta, psi = psi, gamma_eta = gamma_eta, x = x, time = time, burn_in = burn_in ) as.data.frame.simstatespace(ssm, eta = TRUE) as.data.frame.simstatespace(ssm, eta = FALSE) as.data.frame.simstatespace(ssm, eta = TRUE, long = FALSE) as.data.frame.simstatespace(ssm, eta = FALSE, long = FALSE) as.matrix.simstatespace(ssm, eta = TRUE) as.matrix.simstatespace(ssm, eta = FALSE) as.matrix.simstatespace(ssm, eta = TRUE, long = FALSE) as.matrix.simstatespace(ssm, eta = FALSE, long = FALSE) print.simstatespace(ssm) plot.simstatespace(ssm, id = 1:3, time = 0:4) plot.simstatespace(ssm, eta = TRUE) }, text = "test-simStateSpace-sim-ssm-var-i-vary" )