iRAM: Generate iRAM (impulse response anlaysis metric) from model...

In vwendy/pompom: Person-Oriented Method and Perturbation on the Model

Description

Generate iRAM (impulse response anlaysis metric) from model fit.

Usage

iRAM(model.fit, beta, var.number, lag.order = 1, threshold = 0.01,
  boot = FALSE, replication = 200, steps = 100)

Arguments

model.fit	model fit object generated by lavaan
beta	beta matrix for a point estimate
var.number	number of variables in the time series
lag.order	lag order of the model to be fit
threshold	threshold of calculation of recovery time (duration of perturbation), default value is 0.01
boot	to bootstrap, default value is FALSE
replication	number of replication of bootstrap, default value is 200
steps	number of steps of impulse response analysis, default value is 100

Value

iRAM matrix. Rows represent where the orthognal impulse was given, and columns represent the response. Dimension is var.number by var.number.

References

Lütkepohl, H. (2007). New introduction to multiple time-series analysis. Berlin: Springer.

Examples

boot.iRAM <- iRAM(model.fit = usemmodelfit,
    beta = NULL,
    var.number = 3,
    lag.order = 1,
    threshold = 0.01,
    boot = TRUE,
    replication = 200,
    steps = 100
    )
boot.iRAM$mean

vwendy/pompom documentation built on May 8, 2019, 6:57 p.m.