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The function is no longer maintained.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.