Last data update: 2014.03.03
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ctsem
Package: ctsem
Type: Package
Title: Continuous Time Structural Equation Modelling
Version: 1.1.6
Date: 2016-6-12
Authors@R: c(person("Manuel", "Voelkle", role = c("aut","cph"), comment =
"Original development of continuous time model specification within OpenMx,
advisor for further development"),person("Han", "Oud", role =
c("aut","cph"), comment = "Original development of continuous time model
specification within OpenMx"),person("Charles", "Driver", role =
c("aut","cre","cph"), comment = "Further development of continuous time
model specification within OpenMx, package development, documentation and
maintenance",email="driver@mpib-berlin.mpg.de"))
Description: An easily accessible continuous (and discrete) time dynamic
modelling package for panel and time series data, reliant upon the OpenMx.
package (http://openmx.psyc.virginia.edu/) for computation. Most dynamic
modelling approaches to longitudinal data rely on the assumption that time
intervals between observations are consistent. When this assumption is
adhered to, the data gathering process is necessarily limited to a specific
schedule, and when broken, the resulting parameter estimates may be biased
and reduced in power. Continuous time models are conceptually similar to
vector autoregressive models (thus also the latent change models popularised
in a structural equation modelling context), however by explicitly including
the length of time between observations, continuous time models are freed
from the assumption that measurement intervals are consistent. This allows:
data to be gathered irregularly; the elimination of noise and bias due to
varying measurement intervals; parsimonious structures for complex dynamics.
The application of such a model in this SEM framework allows full-information
maximum-likelihood estimates for both N = 1 and N > 1 cases, multiple measured
indicators per latent process, and the flexibility to incorporate additional
elements, including individual heterogeneity in the latent process and
manifest intercepts, and time dependent and independent exogenous covariates.
Furthermore, due to the SEM implementation we are able to estimate a random
effects model where the impact of time dependent and time independent predictors
can be assessed simultaneously, but without the classic problems of random
effects models assuming no covariance between unit level effects and predictors.
License: GPL-3
Depends: R (>= 3.0.0), OpenMx (>= 2.3.0)
URL: http://ctsem.r-forge.r-project.org/
Imports: MASS, Matrix, stats, utils, graphics, methods, grDevices
LazyData: Yes
Suggests: knitr, testthat, PSM, cts, yuima
VignetteBuilder: knitr
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-06-14 19:51:13 UTC; driver
Author: Manuel Voelkle [aut, cph] (Original development of continuous time
model specification within OpenMx, advisor for further development),
Han Oud [aut, cph] (Original development of continuous time model
specification within OpenMx),
Charles Driver [aut, cre, cph] (Further development of continuous time
model specification within OpenMx, package development,
documentation and maintenance)
Maintainer: Charles Driver <driver@mpib-berlin.mpg.de>
Repository: CRAN
Date/Publication: 2016-06-15 18:15:34
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'ctsem' ...
** package 'ctsem' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'ctsem'
finding HTML links ... done
AnomAuth html
Oscillating html
ctCI html
ctCompareExpected html
ctDeintervalise html
ctExample1 html
ctExample1TIpred html
ctExample2 html
ctExample2level html
ctExample3 html
ctExample4 html
ctFit html
ctGenerate html
ctIndplot html
ctIntervalise html
ctLongToWide html
ctModel html
ctMultigroupFit html
ctPSMfit html
ctPlot html
ctRefineTo html
ctWideNames html
ctWideToLong html
ctsem html
datastructure html
longexample html
plot.ctsemFit html
plot.ctsemMultigroupFit html
summary.ctsemFit html
summary.ctsemMultigroupFit html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (ctsem)
Making 'packages.html' ... done
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