ctACFresiduals

This function takes a fit object from ctsem and computes the continuous time autocorrelation
function (ACF) on the standardized residuals.

Hierarchical continuous (and discrete) time state space modelling, for linear
and nonlinear systems measured by continuous variables, with limited support for
binary data. The subject specific dynamic system is modelled as a stochastic
differential equation (SDE) or difference equation, measurement models are typically multivariate normal factor models.
Linear mixed effects SDE's estimated via maximum likelihood and optimization are the default.
Nonlinearities, (state dependent parameters) and random effects on all parameters
are possible, using either max likelihood / max a posteriori optimization
(with optional importance sampling) or Stan's Hamiltonian Monte Carlo sampling.
See <https://github.com/cdriveraus/ctsem/raw/master/vignettes/hierarchicalmanual.pdf>
for details. Priors may be used. For the conceptual overview of the hierarchical Bayesian
linear SDE approach,
see <https://www.researchgate.net/publication/324093594_Hierarchical_Bayesian_Continuous_Time_Dynamic_Modeling>.
Exogenous inputs may also be included, for an overview of such possibilities see <https://www.researchgate.net/publication/328221807_Understanding_the_Time_Course_of_Interventions_with_Continuous_Time_Dynamic_Models> .
Stan based functions are not available on 32 bit Windows systems at present.
<https://cdriver.netlify.app/> contains some tutorial blog posts.

Charles Driver

ctsem

Continuous Time Structural Equation Modelling

Manuel Voelkle

Han Oud

Trustees of Columbia University 

ctACFresiduals function

<dl><dt>fit</dt>
<dd>A fitted model object generated by the ctsem package.</dd>
<dt>...</dt>
<dd>Additional arguments to be passed to the <code>ctACF</code> function.</dd></dl>

Arguments

Calculate Continuous Time Autocorrelation Function (ACF) for Standardized Residuals of ctsem fit. — ctACFresiduals

<dl>

<dt>fit</dt>
<dd>A fitted model object generated by the ctsem package.</dd>


<dt>...</dt>
<dd>Additional arguments to be passed to the <code>ctACF</code> function.</dd>

</dl>

ctACFresiduals: Calculate Continuous Time Autocorrelation Function (ACF) for Standardized Residuals of ctsem fit.

Description

Usage

Value

Arguments

Details

See Also

Examples