Recipe function for creating Linear Dynamcis using matrices

Description

Recipe function for creating Linear Dynamcis using matrices

Usage

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prep.matrixDynamics(params.dyn = NULL, values.dyn, params.exo = NULL,
  values.exo = NULL, params.int = NULL, values.int = NULL, covariates,
  isContinuousTime)

Arguments

params.dyn

the matrix of parameter names for the transition matrix in the specified linear dynamic model

values.dyn

the matrix of starting/fixed values for the transition matrix in the specified linear dynamic model

params.exo

the matrix of parameter names for the regression slopes of covariates on the latent variables (see details)

values.exo

matrix of starting/fixed values for the regression slopes of covariates on the latent variables (see details)

params.int

vector of names for intercept parameters in the dynamic model specified as a matrix or list of matrices.

values.int

vector of intercept values in the dynamic model specified as matrix or list of matrices. Contains starting/fixed values of the intercepts.

covariates

the names or the index numbers of the covariates used in the dynamic model

isContinuousTime

logical. When TRUE, use a continuous time model. When FALSE use a discrete time model.

Details

The right-hand-side of the dynamic model consists of a vector of latent variables for the next time point in the discrete time case, and the vector of derivatives for the latent variables at the current time point in the continuous time case.

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