Package: ctsem
Type: Package
Title: Continuous Time Structural Equation Modelling
Version: 1.1.3
Date: 2015-09-28
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 (>= 2.0.0)
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
NeedsCompilation: no
Packaged: 2015-10-08 21:52:06 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: 2015-10-12 10:07:38
