dynr
swMATH18446CRANdynrMaRDI QIDQ30286FDOQ30286
Dynamic Models with Regime-Switching
Linying Ji, Sy-Miin Chow, Jungmin Lee, Hui-Ju Hung, Lu Ou, Jonathan Park, Michael D. Hunter, Yanling Li, Meng Chen
Last update: 28 November 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.1.16-91, 0.1.7, 0.1.8-17, 0.1.9-20, 0.1.10-10, 0.1.11-2, 0.1.11-8, 0.1.12-5, 0.1.13-2, 0.1.13-3, 0.1.13-4, 0.1.14-9, 0.1.14-85, 0.1.15-1, 0.1.15-25, 0.1.15-95, 0.1.16-2, 0.1.16-27, 0.1.16-105
Source code repository: https://github.com/cran/dynr
Intensive longitudinal data have become increasingly prevalent in various scientific disciplines. Many such data sets are noisy, multivariate, and multi-subject in nature. The change functions may also be continuous, or continuous but interspersed with periods of discontinuities (i.e., showing regime switches). The package 'dynr' (Dynamic Modeling in R) is an R package that implements a set of computationally efficient algorithms for handling a broad class of linear and nonlinear discrete- and continuous-time models with regime-switching properties under the constraint of linear Gaussian measurement functions. The discrete-time models can generally take on the form of a state-space or difference equation model. The continuous-time models are generally expressed as a set of ordinary or stochastic differential equations. All estimation and computations are performed in C, but users are provided with the option to specify the model of interest via a set of simple and easy-to-learn model specification functions in R. Model fitting can be performed using single-subject time series data or multiple-subject longitudinal data. Ou, Hunter, & Chow (2019) <doi:10.32614%2FRJ-2019-012> provided a detailed introduction to the interface and more information on the algorithms.
Cited In (7)
- Intensive Longitudinal Analysis of Human Processes
- Time to intervene: a continuous-time approach to network analysis and centrality
- Bayesian forecasting with a regime-switching zero-inflated multilevel Poisson regression model: an application to adolescent alcohol use with spatial covariates
- Control theory forecasts of optimal training dosage to facilitate children's arithmetic learning in a digital educational application
- Two filtering methods of forecasting linear and nonlinear dynamics of intensive longitudinal data
- Representing sudden shifts in intensive dyadic interaction data using differential equation models with regime switching
- Pursuing collective synchrony in teams: a regime-switching dynamic factor model of speed similarity in soccer
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