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Utility Functions
utility_functions.Rd
Utility functions for MARSS functions in the MARSS-package
. These are not exported but can be accessed using the MARSS:::
prefix.
Usage
vector.all.equal(x)
convert.model.mat(param.matrix)
fixed.free.to.formula(fixed,free,dim)
fully.spec.x(Z, R)
Imat(x)
is.blockdiag(x)
is.design(x, strict=TRUE, dim=NULL, zero.rows.ok=FALSE, zero.cols.ok=FALSE)
is.diagonal(x, na.rm=FALSE)
is.equaltri(x)
is.fixed(x, by.row=FALSE)
is.identity(x, dim=NULL)
is.timevarying(MLEobj)
is.solvable(A,y=NULL)
is.validvarcov(x, method="kem")
is.wholenumber(x, tol = .Machine$double.eps^0.5)
is.unitcircle(x, tol = .Machine$double.eps^0.5)
is.zero(x)
makediag(x, nrow=NA)
marssMODEL.to.list(MODELobj)
matrix.power(x, n)
mystrsplit(x)
parmat(MLEobj, elem = c("B", "U", "Q", "Z", "A", "R", "x0", "V0", "G", "H", "L"),
t = 1, dims = NULL, model.loc = "marss")
pinv(x)
pcholinv(x, chol = TRUE)
pchol(x)
rwishart(nu, V)
sub3D(x,t=1)
takediag(x)
unvec(x, dim=NULL)
vec(x)
Arguments
- x, A, y
A matrix (or vector for '
makediag
' or string for 'mystrsplit
'.).- Z, R
Z
matrix andR
matrix- na.rm
How to treat NAs in the block diag test.
- dim, dims
Matrix dimensions. Some functions will take the vec of a matrix. In this case, the optional dim arg specifies the matrix dimensions.
- fixed
A fixed matrix per the MARSS specification for fixed matrix syntax.
- free
A free matrix per the MARSS specification for free matrix syntax.
- nrow
Number of rows.
- tol
Tolerance.
- method
kem or BFGS. Used to add extra test for MARSSoptim().
- t
The time index or third dimension of a 3D matrix
- nu, V
Parameters of a Wishart distribution.
- param.matrix
The list matrix version of a time-invariant MARSS model.
- n
An integer for the power function.
- zero.rows.ok, zero.cols.ok
Means the design matrix can have all zero rows or columns.
- strict
Specifies whether the design matrix must be only 0s and 1s.
- by.row
For is.fixed, reports whether is.fixed by row rather than for the whole matrix.
- chol
For pcholinv, use
chol2inv(chol())
if TRUE otherwise use solve().- MLEobj
A
marssMLE
object.- MODELobj
A
marssMODEL
object.- elem
The parameter matrix of a marss model to return.
- model.loc
Whether to use the marss or model marssMODEL in the
marssMLE
object.
Details
is...
tests for various matrix properties. isDiagonal() from the Matrix package is used to test numeric matrices for diagonality. is.diagonal() is only used to determine if list matrices (that combine numeric and character values) are diagonal. is.zero tests for near zeroness and gives TRUE for is.zero((.5-.3)-(.3-.1)) unlike ==0.is.timevarying(MLEobj)
returns a list of which parameters are time-varying.vec(x)
creates a column vector from a matrix per the standard vec math function.unvec(c,dim)
takes the vector c and creates a matrix with the specified dimensions.Imat(nrow)
returns the identity matrix of dimension nrow.fixed.free.to.formula
takes a fixed and free pair and constructs a list matrix (or array if time-varying) with formulas in each matrix element.marssMODEL.to.list
usesfixed.free.to.formula
on all the elements of amarssMODEL
to create a list that can be passed toMARSS()
as themodel
argument.convert.model.mat
takes a list matrix with formulas in each element and converts to a fixed/free pair.sub3D
returns a 2D matrix after subsetting a 3D matrix on the third (time) dimension. Ensures that R always returns a matrix.mystrsplit
is a customized string splitter used byconvert.model.mat
.rwishart
generates random draws from a wishart distribution.matrix.power
is a faster way to get the n-th power of a matrix.pinv
is the pseudoinverse based on singular value decomposition PInv=UD^+V' where a diagonal matrix with non-zero diagonal values of D (from svd) replaced with 1/D.pcholinv
is the inverse based on the Cholesky decomposition but modified to allow 0s on the diagonal of x (with corresponding 0 row/column). These appear as 0 row/columns in the returned inverse.pchol
returns the Cholesky decomposition but modified to allow 0s on the diagonal of x (with corresponding 0 row/column).is.solvable
returns information on the solvability of the linear system y=Ax using the SVD decomposition.vector.all.equal
tests if the all the elements in a vector, matrix, or array are all equal. Works on list matrices too.parmat
constructs the parameter matrix with both the fixed and free values from the vectorized form in amarssMLE
object. Users should usecoef
.fully.spec.x
returns a list with 0 and 1 showing which x are fully specified by data whenR
has zeros on the diagonal. Used byMARSSkfss()
.