ctACFresiduals: Calculate Continuous Time Autocorrelation Function (ACF) for...

In ctsem: Continuous Time Structural Equation Modelling

Calculate Continuous Time Autocorrelation Function (ACF) for Standardized Residuals of ctsem fit.

Description

This function takes a fit object from ctsem and computes the continuous time autocorrelation function (ACF) on the standardized residuals.

Usage

ctACFresiduals(fit, ...)

Arguments

fit	A fitted model object generated by the ctsem package.
...	Additional arguments to be passed to the ctACF function.

Details

This function first extracts the standardized residuals from the fit object using the ctStanKalman function. Then, it calculates the continuous time ACF for these residuals and returns the results as a data table.

Value

A data table containing the continuous time ACF estimates for standardized residuals.

See Also

ctStanKalman

Examples

data.table::setDTthreads(1) #ignore this line
# Example usage:
ctACFresiduals(ctstantestfit, varnames='Y1',nboot=5)

ctsem documentation built on Nov. 2, 2023, 6:03 p.m.