make_matrices {dsem}R Documentation

Make path matrices

Description

Constructs path matrices for dynamic structural equation model (DSEM) using a vector of parameters and specification of the DSEM

Usage

make_matrices(beta_p, model, times, variables)

Arguments

beta_p

vector parameters.

model

matrix or data.frame with the following columns, and one row per one-headed or two-headed arrow in the dynamic structural model:

direction

whether a path coefficient is one-headed (1) or two-headed (2)

lag

whether the lag associated with a given coefficient

start

starting value, used when parameter=0

parameter

The parameter number from beta_p associated with a given path

first

The variable at the tail of a given path

second

The variable at the head of a given path

times

integer-vector of times to use when defining matrices

variables

character-vector listing variables

Details

When length(times) is T and length(variables) is J, make_matrices returns matrices of dimension TJ \times TJ representing paths among vec(\mathbf{X}) where matrix \mathbf{X} has dimension T \times J and vec stacks columns into a single long vector

Value

A named list of matrices including:

P_kk

The matrix of interactions, i.e., one-headed arrows

G_kk

The matrix of exogenous covariance, i.e., two-headed arrows


[Package dsem version 1.6.0 Index]