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simStateSpace

ANALYTICS
Velocity0.0

R package simStateSpace by jeksterslab — release notes from GitHub.

github.com/jeksterslab/simStateSpace ↗

State-space data simulation for R, filled in one function at a time

state-space-modelssimulationlongitudinal-datar-packagepsychometrics
◆Current state
simStateSpace generates data from state-space models — discrete-time SSM and VAR, continuous-time linear SDE and Ornstein-Uhlenbeck — for use in simulation studies of longitudinal and intensive repeated-measures designs. Recent releases add moment and intercept helpers rather than new model families: SimMVN(), the LinSDE intercept functions, and consolidation of the four separate parameter-simulation functions into one. Release notes are terse, marked Patch, and typically name one or two functions.
◆Where it's heading
The package is being filled in methodically toward completeness across its four model families — whatever exists for the SSM side eventually appears for LinSDE and back again, as SSMInterceptEta/SSMInterceptY in 1.2.15 were followed by their LinSDE counterparts in 1.2.16. The other visible move was outward: bootstrap components were split into a separate bootStateSpace package, keeping this one to simulation alone. It sits in the same author's cluster of state-space and mediation packages, whose published methods papers the releases cite.
◆Prediction
Expect the pattern to continue — small patch releases adding the missing counterpart function for a model family already served, with any larger capability likely spun out into its own package as bootstrapping was.

◆Recent moves

  1. 4mo ago

    LinSDE intercept helpers added; parameter simulators consolidated

    Adds SimMVN() and the LinSDEInterceptEta()/LinSDEInterceptY() pair, giving the continuous-time side the intercept functions the discrete-time side received one release earlier. The four separate SimAlphaN/SimIotaN/SimNuN/SimMuN functions are consolidated, which trims near-duplicate entry points.

    View source ↗
  2. 6mo ago

    SSM intercept functions added

    A single-item release adding SSMInterceptEta() and SSMInterceptY(). Minor alone, but it is the first half of the intercept pair completed for the LinSDE models in the next release — the parity-filling pattern this package runs on.

    View source ↗
  3. 10mo ago

    simStateSpace 1.2.12

    A citation-only release pointing at the author's Psychological Methods paper on effects in continuous-time mediation models. No code change, though it marks the methodological work the simulation tooling exists to support.

    View source ↗
  4. 1y ago

    LinSDECov() and LinSDEMean() added

    Two moment functions for the linear SDE models, giving users the implied covariance and mean without deriving them by hand. Another instance of extending an existing model family rather than adding one.

    View source ↗
  5. 1y ago

    Bootstrap components split into bootStateSpace

    Bootstrap functionality moves out into a dedicated bootStateSpace package. A packaging decision rather than a feature, but it sets the boundary this package has kept since — simStateSpace simulates, and anything built on top ships separately.

    View source ↗
  6. 1y ago

    Parametric bootstrap functions across all four model families

    Adds PBSSMFixed(), PBSSMVARFixed(), PBSSMLinSDEFixed() and PBSSMOUFixed() — the same capability delivered across all four model families at once, which is unusually broad for this feed. These are the components moved out to bootStateSpace two weeks later. A GSL system requirement is also declared for dynr.

    View source ↗