ctACFresiduals {ctsem} | R Documentation |
Calculate Continuous Time Autocorrelation Function (ACF) for Standardized Residuals of ctsem fit.
Description
This function takes a fit object from ctsem and computes the continuous time autocorrelation function (ACF) on the standardized residuals.
Usage
ctACFresiduals(fit, ...)
Arguments
fit |
A fitted model object generated by the ctsem package. |
... |
Additional arguments to be passed to the |
Details
This function first extracts the standardized residuals from the fit object using
the ctStanKalman
function. Then, it calculates the continuous time ACF for these residuals
and returns the results as a data table.
Value
A data table containing the continuous time ACF estimates for standardized residuals.
See Also
Examples
data.table::setDTthreads(1) #ignore this line
# Example usage:
ctACFresiduals(ctstantestfit, varnames='Y1',nboot=5)
[Package ctsem version 3.10.0 Index]