make_matrices: Make path matrices

In dsem: Dynamic Structural Equation Models

Make path matrices

Description

Constructs path matrices for dynamic structural equation model (DSEM) using a vector of parameters and specification of the DSEM

Usage

make_matrices(beta_p, model, times, variables)

Arguments

beta_p	vector parameters.
model	matrix or data.frame with the following columns, and one row per one-headed or two-headed arrow in the dynamic structural model: direction whether a path coefficient is one-headed (1) or two-headed (2) lag whether the lag associated with a given coefficient start starting value, used when parameter=0 parameter The parameter number from beta_p associated with a given path first The variable at the tail of a given path second The variable at the head of a given path
times	integer-vector of times to use when defining matrices
variables	character-vector listing variables

Details

When length(times) is T and length(variables) is J, make_matrices returns matrices of dimension TJ \times TJ representing paths among vec(\mathbf{X}) where matrix \mathbf{X} has dimension T \times J and vec stacks columns into a single long vector

Value

A named list of matrices including:

P_kk

The matrix of interactions, i.e., one-headed arrows

G_kk

The matrix of exogenous covariance, i.e., two-headed arrows

dsem documentation built on Sept. 16, 2025, 9:10 a.m.