esa function

Ergodic Subspace Analysis

These functions implement Ergodic Subspace Analysis by von Oertzen, Schmiedek and Voelkle (2020). The functions can be used on the output of a dlvm1 model, or manually by supplying a within persons and between persons variance-covariance matrix.

esa(x, cutoff = 0.1,
    between = c("crosssection", "between"))
esa_manual(sigma_wp, sigma_bp, cutoff = 0.1)
## S3 method for class 'esa'
print(x, printref = TRUE, ...)
## S3 method for class 'esa_manual'
print(x, printref = TRUE, ...)
## S3 method for class 'esa'
plot(x, plot = c("observed", "latent"), ...)
## S3 method for class 'esa_manual'
plot(x,  ...)

Arguments

• x: Output of a dlvm1 model
• sigma_wp: Manual within-person variance-covariance matrix
• sigma_bp: Manual between-person variance-covariance matrix
• cutoff: Cutoff used to determine ergodicity
• printref: Logical, should the reference be printed?
• plot: Should ergodicity of observed or latent variables be plotted?
• between: Should the between-persons variance-covariance matrix be based on exected cross-sectional or between-person relations
• ...: Not used

Returns

For each group a esa_manual object with the following elements: - ergodicity: Ergodicity values of each component

• Q_esa: Component loadings

• V_bp: Between persons subspace

• V_ergodic: Ergodic subspace

• V_wp: Within person subspace

• cutoff: Cutoff value used

References

von Oertzen, T., Schmiedek, F., and Voelkle, M. C. (2020). Ergodic Subspace Analysis. Journal of Intelligence, 8(1), 3.

Author(s)

Sacha Epskamp mail@sachaepskamp.com