View source: R/HelpFiles_Calc Max Delta t.r
calc.MaxDeltaT | R Documentation |
Time-interval (DeltaT) for which Phi_ij(DeltaT) reaches its minimum or maximum (together with that minimum or maximum). The interactive web application 'Phi-and-Psi-Plots and Find DeltaT' also contains this functionality, you can find it on my website: https://www.uu.nl/staff/RMKuiper/Websites%20%2F%20Shiny%20apps.
calc.MaxDeltaT(Drift = NULL, Phi = NULL)
Drift |
Matrix of size q times q of (un)standardized continuous-time lagged effects, called drift matrix. Note that Phi(DeltaT) = expm(Drift*DeltaT). |
Phi |
Optional. Matrix of size q times q of (un)standardized lagged effects. By default, input for Drift is used; only when Drift = NULL, Phi will be used (to determine the corresponding Drift). |
The output renders, per element (i,j), the time-interval for which Phi_ij reaches its minimum/maximum together with this minimum/maximum.
##################################################################################################
# Input needed in examples below with q=2 variables.
# I will use the example matrices stored in the package:
Phi <- myPhi[1:2, 1:2]
##################################################################################################
calc.MaxDeltaT(Phi = Phi)
# If you would use the drift matrix Drift as input, then use:
##if (!require("expm")) install.packages("expm") # Use expm package for function logm()
##library(expm)
##Drift <- logm(Phi)/DeltaT
#calc.MaxDeltaT(Drift = Drift)
#calc.MaxDeltaT(Drift)
# Note that the function 'PhiPlot' can help to see (per element) whether a minimum or maximum is reached.
##if (!require("expm")) install.packages("expm") # Use expm package for function logm()
##library(expm)
##Drift <- logm(Phi)/DeltaT
#PhiPlot(DeltaT = 1, Drift)
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