as.data.frame.simstatespace: Coerce an Object of Class 'simstatespace' to a Data Frame

In simStateSpace: Simulate Data from State Space Models

Coerce an Object of Class simstatespace to a Data Frame

Description

Coerce an Object of Class simstatespace to a Data Frame

Usage

## S3 method for class 'simstatespace'
as.data.frame(
  x,
  row.names = NULL,
  optional = FALSE,
  eta = FALSE,
  long = TRUE,
  ...
)

Arguments

x	Object of class simstatespace.
row.names	NULL or character vector giving the row names for the data frame. Missing values are not allowed.
optional	Logical. If TRUE, setting row names and converting column names is optional.
eta	Logical. If eta = TRUE, include eta. If eta = FALSE, exclude eta.
long	Logical. If long = TRUE, use long format. If long = FALSE, use wide format.
...	Additional arguments.

Author(s)

Ivan Jacob Agaloos Pesigan

Examples

# prepare parameters
set.seed(42)
## number of individuals
n <- 5
## time points
time <- 50
## dynamic structure
p <- 3
mu0 <- rep(x = 0, times = p)
sigma0 <- diag(p)
sigma0_l <- t(chol(sigma0))
alpha <- rep(x = 0, times = p)
beta <- 0.50 * diag(p)
psi <- diag(p)
psi_l <- t(chol(psi))
## measurement model
k <- 3
nu <- rep(x = 0, times = k)
lambda <- diag(k)
theta <- 0.50 * diag(k)
theta_l <- t(chol(theta))
## covariates
j <- 2
x <- lapply(
  X = seq_len(n),
  FUN = function(i) {
    matrix(
      data = stats::rnorm(n = time * j),
      nrow = j,
      ncol = time
    )
  }
)
gamma <- diag(x = 0.10, nrow = p, ncol = j)
kappa <- diag(x = 0.10, nrow = k, ncol = j)

# Type 0
ssm <- SimSSMFixed(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  alpha = alpha,
  beta = beta,
  psi_l = psi_l,
  nu = nu,
  lambda = lambda,
  theta_l = theta_l,
  type = 0
)

head(as.data.frame(ssm))
head(as.data.frame(ssm, long = FALSE))

# Type 1
ssm <- SimSSMFixed(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  alpha = alpha,
  beta = beta,
  psi_l = psi_l,
  nu = nu,
  lambda = lambda,
  theta_l = theta_l,
  type = 1,
  x = x,
  gamma = gamma
)

head(as.data.frame(ssm))
head(as.data.frame(ssm, long = FALSE))

# Type 2
ssm <- SimSSMFixed(
  n = n,
  time = time,
  mu0 = mu0,
  sigma0_l = sigma0_l,
  alpha = alpha,
  beta = beta,
  psi_l = psi_l,
  nu = nu,
  lambda = lambda,
  theta_l = theta_l,
  type = 2,
  x = x,
  gamma = gamma,
  kappa = kappa
)

head(as.data.frame(ssm))
head(as.data.frame(ssm, long = FALSE))

simStateSpace documentation built on June 22, 2024, 9:15 a.m.