Dynamic Models with Regime-Switching
The ggplot of the outliers estimates.
Extract fitted parameters from a dynrCook Object
Confidence Intervals for Model Parameters
Create a diagonal matrix from a character vector
tools:::Rd_package_title("dynr")
Check that dynr in configured properly
Cook a dynr model to estimate its free parameters
Create a list of data for parameter estimation (cooking dynr) using `d...
A Function to plot the flow or velocity field for a one or two dimensi...
The ggplot of the smoothed state estimates and the most likely regimes
LDL Decomposition for Matrices
Multiple Imputation of dynrModel objects
Create a dynrModel object for parameter estimation (cooking dynr) usin...
Plot of the estimated frequencies of the regimes across all individual...
Detect outliers in state space models.
Re-fit state-space model using the estimated outliers.
A Function to perform numerical integration of the chosen ODE system, ...
Current Version String
The dynrCook Class
The dynrDynamics Class
The dynrInitial Class
The dynrMeasurement Class
The dynrModel Class
The dynrNoise Class
The dynrRecipe Class
The dynrRegimes Class
The dynrTrans Class
Extend a user-specified model to include random varibles
A wrapper function to call functions in the fda package to obtain smoo...
Do internal model preparation for dynr
Extract the log likelihood from a dynrCook Object
Extract the free parameter names of a dynrCook object
Extract the free parameter names of a dynrModel object
Extract the number of observations for a dynrCook object
Extract the number of observations for a dynrModel object
Plot method for dynrCook objects
Plot the formula from a model
A function to evaluate the generalized cross-validation (GCV) values a...
predict method for dynrModel objects
Recipe function for specifying dynamic functions using formulas
Recipe function for preparing the initial conditions for the model.
Recipe function to quickly create factor loadings
Recipe function for creating Linear Dynamics using matrices
Prepare the measurement recipe
Recipe function for specifying the measurement error and process noise...
Recipe function for creating regime switching (Markov transition) func...
Create a dynrTrans object to handle the transformations and inverse tr...
The printex Method
Get the summary of a dynrCook object
A function to plot simple slopes and region of significance.
Extract the Variance-Covariance Matrix of a dynrCook object
Intensive longitudinal data have become increasingly prevalent in various scientific disciplines. Many such data sets are noisy, multivariate, and multi-subject in nature. The change functions may also be continuous, or continuous but interspersed with periods of discontinuities (i.e., showing regime switches). The package 'dynr' (Dynamic Modeling in R) is an R package that implements a set of computationally efficient algorithms for handling a broad class of linear and nonlinear discrete- and continuous-time models with regime-switching properties under the constraint of linear Gaussian measurement functions. The discrete-time models can generally take on the form of a state-space or difference equation model. The continuous-time models are generally expressed as a set of ordinary or stochastic differential equations. All estimation and computations are performed in C, but users are provided with the option to specify the model of interest via a set of simple and easy-to-learn model specification functions in R. Model fitting can be performed using single-subject time series data or multiple-subject longitudinal data. Ou, Hunter, & Chow (2019) <doi:10.32614%2FRJ-2019-012> provided a detailed introduction to the interface and more information on the algorithms.