# draw_lm_cov_latent: Draw samples from LM model with covariaates in the latent... In LMest: Generalized Latent Markov Models

## Description

Function that draws samples from the LM model with individual covariates with specific parameters.

The function is no longer maintained. Please look at `drawLMlatent` function.

## Usage

 `1` ```draw_lm_cov_latent(X1, X2, param = "multilogit", Psi, Be, Ga, fort = TRUE) ```

## Arguments

 `X1 ` desing matrix for the covariates on the initial probabilities (n x nc1) `X2 ` desing matrix for the covariates on the transition probabilities (n x TT-1 x nc2) `param ` type of parametrization for the transition probabilities ("multilogit" = standard multinomial logit for every row of the transition matrix, "difflogit" = multinomial logit based on the difference between two sets of parameters) `Psi ` array of conditional response probabilities (mb x k x r) `Be ` parameters affecting the logit for the initial probabilities `Ga ` parametes affecting the logit for the transition probabilities `fort` to use fortran routine when possible (FALSE for not use fortran)

## Value

 `Y ` matrix of response configurations unit by unit (n x TT x r) `U ` matrix containing the sequence of latent states (n x TT)

## Author(s)

Francesco Bartolucci, Silvia Pandolfi, University of Perugia (IT), http://www.stat.unipg.it/bartolucci

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31``` ```## Not run: # draw a sample for 1000 units, 10 response variable and 2 covariates n <- 1000 TT <- 5 k <- 2 nc <- 2 #number of covariates r <- 10 #number of response variables mb <- 2 #maximum number of response categories fort <- TRUE Psi <- matrix(c(0.9,0.1,0.1,0.9), mb, k) Psi <- array(Psi, c(mb, k, r)) Ga <- matrix(c(-log(0.9/0.1),0.5,1), (nc+1)*(k-1), k) Be <- array(c(0,0.5,1), (nc+1)*(k-1)) #Simulate covariates X1 <- matrix(0, n, nc) for(j in 1:nc) X1[,j] <- rnorm(n) X2 <- array(0,c(n, TT-1, nc)) for (t in 1:(TT-1)) for(j in 1:nc){ if(t==1){ X2[,t,j] <- 0.5*X1[,j] + rnorm(n) }else{ X2[,t,j] <- 0.5 *X2[,t-1,j] + rnorm(n) } } out <- draw_lm_cov_latent(X1, X2, Psi = Psi, Be = Be, Ga = Ga, fort = fort) ## End(Not run) ```

LMest documentation built on Oct. 10, 2021, 1:09 a.m.