Make path matrices — make

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

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

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