## ---- test-simStateSpace-sim-ssm-var-fixed lapply( X = 1, FUN = function(i, text) { message(text) # prepare parameters set.seed(42) ## number of individuals n <- 5 ## time points time <- 50 ## dynamic structure p <- 3 mu0 <- rep(x = 0, times = p) sigma0 <- 0.001 * diag(p) sigma0_l <- t(chol(sigma0)) alpha <- rep(x = 0, times = p) beta <- 0.50 * diag(p) psi <- 0.001 * diag(p) psi_l <- t(chol(psi)) ## covariates j <- 2 x <- lapply( X = seq_len(n), FUN = function(i) { matrix( data = stats::rnorm(n = time * j), nrow = j, ncol = time ) } ) gamma <- diag(x = 0.10, nrow = p, ncol = j) # Type 0 ssm <- SimSSMVARFixed( n = n, time = time, mu0 = mu0, sigma0_l = sigma0_l, alpha = alpha, beta = beta, psi_l = psi_l, type = 0 ) 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) # Type 1 ssm <- SimSSMVARFixed( n = n, time = time, mu0 = mu0, sigma0_l = sigma0_l, alpha = alpha, beta = beta, psi_l = psi_l, type = 1, x = x, gamma = gamma ) 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-fixed" )