Simulate Data from State Space Models
Coerce an Object of Class simstatespace to a Data Frame
Coerce an Object of Class simstatespace to a Matrix
Convert Parameters from the Linear Stochastic Differential Equation Mo...
Steady-State Covariance Matrix for the Latent Variables in the Linear ...
Steady-State Covariance Matrix for the Observed Variables in the Linea...
Steady-State Mean Vector for the Latent Variables in the Linear Stocha...
Steady-State Mean Vector for the Observed Variables in the Linear Stoc...
Plot Method for an Object of Class simstatespace
Print Method for an Object of Class simstatespace
Project Matrix to Hurwitz Stability
Project Matrix to Stability
Simulate Intercept Vectors in a Discrete-Time Vector Autoregressive Mo...
Simulate Transition Matrices from the Multivariate Normal Distribution
Simulate Transition Matrices from the Multivariate Normal Distribution...
Simulate Diagonal Covariance Matrices from the Multivariate Normal Dis...
Simulate Covariance Matrices from the Multivariate Normal Distribution
Simulate Intercept Vectors in a Continuous-Time Vector Autoregressive ...
Simulate Intercept Vectors in a Discrete-Time Vector Autoregressive Mo...
Simulate Random Drift Matrices from the Multivariate Normal Distributi...
Simulate Random Drift Matrices from the Multivariate Normal Distributi...
Simulate Data from a State Space Model (Fixed Parameters)
Simulate Data from a State Space Model (Individual-Varying Parameters)
Simulate Data from the Linear Growth Curve Model
Simulate Data from the Linear Growth Curve Model (Individual-Varying P...
Simulate Data from the Linear Stochastic Differential Equation Model u...
Simulate Data from the Linear Stochastic Differential Equation Model u...
Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Mo...
Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Mo...
Simulate Data from the Vector Autoregressive Model (Fixed Parameters)
Simulate Data from the Vector Autoregressive Model (Individual-Varying...
simStateSpace: Simulate Data from State Space Models
Spectral Abscissa
Spectral Radius
Steady-State Covariance Matrix for the Latent Variables in the State S...
Steady-State Covariance Matrix for the Observed Variables in the State...
Steady-State Mean Vector for the Latent Variables in the State Space M...
Steady-State Mean Vector for the Observed Variables in the State Space...
Test the Drift Matrix
Test Hurwitz Stability of a Drift Matrix
Test Stability
Test Stationarity
Provides a streamlined and user-friendly framework for simulating data in state space models, particularly when the number of subjects/units (n) exceeds one, a scenario commonly encountered in social and behavioral sciences. This package was designed to generate data for the simulations performed in Pesigan, Russell, and Chow (2025) <doi:10.1037/met0000779>.
Useful links