Simulate Data from State Space Models


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Documentation for package ‘simStateSpace’ version 1.0.1

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OU2SSM Convert Parameters from the Ornstein–Uhlenbeck Model to State Space Model Parameterization
Sim2Matrix Simulation Output to Matrix
SimSSM0 Simulate Data from a State Space Model (n = 1)
SimSSM0Fixed Simulate Data using a State Space Model Parameterization for n > 1 Individuals (Fixed Parameters)
SimSSM0Vary Simulate Data using a State Space Model Parameterization for n > 1 Individuals (Varying Parameters)
SimSSMOU Simulate Data from the Ornstein–Uhlenbeck Model using a State Space Model Parameterization (n = 1)
SimSSMOUFixed Simulate Data from an Ornstein–Uhlenbeck Model using a State Space Model Parameterization for n > 1 Individuals (Fixed Parameters)
SimSSMOUVary Simulate Data from an Ornstein–Uhlenbeck Model using a State Space Model Parameterization for n > 1 Individuals (Varying Parameters)
SimSSMVAR Simulate Data from the Vector Autoregressive Model using a State Space Model Parameterization (n = 1)
SimSSMVARFixed Simulate Data from a Vector Autoregressive Model using a State Space Model Parameterization for n > 1 Individuals (Fixed Parameters)
SimSSMVARVary Simulate Data from a Vector Autoregressive Model using a State Space Model Parameterization for n > 1 Individuals (Varying Parameters)