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b=.8 | |
n=100 | |
nruns=10000 | |
out<-rep(NA,nruns) | |
for(i in 1:nruns){ | |
x=rnorm(n,3,2) | |
y=b*x + rnorm(n, 0, 3) | |
fit=lm(y~x) |
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library("qgraph") | |
library("igraph") | |
library("IsingSampler") | |
library("IsingFit") | |
library('rstan') | |
set.seed(1337) | |
Kappa <- as.matrix(get.adjacency(watts.strogatz.game(1,10,1,0))) | |
Kappa[1,5] <- Kappa[5,1] <- Kappa[3,9] <- Kappa[9,3] <-Kappa[7,1] <-Kappa[1,7] <- Kappa[5,9] <-Kappa[9,5] <-Kappa[7,3] <-Kappa[3,7] <-.5 |
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n=10000 | |
beta=.4 | |
#no effect | |
p=c() | |
for(i in 1:n){ | |
s=rnorm(30,0,1) | |
sm=s+rnorm(30,0,1) #with measurement error | |
x=rnorm(30,0,1) | |
p=c(p,summary(lm(sm~x))$coefficients[2,4]) |
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N=10000 #iterations | |
obs=20 #observations per iteration | |
beta=exp(rnorm(N,-2,1)) | |
Bs=c() #bias in estimated Beta (standardised) for no error condition | |
Bsm=c() #bias in estimated Beta (standardised) for with error condition | |
betas2=c() #unstandardised true beta for no error iterations that came out significant | |
betasm2=c() #unstandardised true beta for with error iterations that came out significant | |
for(i in 1:N){ |
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install.packages('ctsem') | |
library(ctsem) | |
#generate data (columns of drift matrix 'cause' rows) | |
genmodel <- ctModel(n.manifest=3,n.latent=3,LAMBDA=diag(3),Tpoints=10, | |
DRIFT=matrix(c( | |
-.3, .1,0, | |
0,-.3,.1, | |
0,0,-.3), nrow=3, ncol=3), | |
DIFFUSION=diag(1,3)) |
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#get ctsem | |
install.packages("devtools") | |
library(devtools) | |
install_github("cdriveraus/ctsem") | |
#load lorenz data | |
ldat=read.csv(file='ldat.csv') | |
ldat=ldat[seq(1,nrow(ldat),5),] #subsample | |
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n=100 | |
a<-rnorm(n) | |
b<-a*.5 + rnorm(n) | |
bs <- scale(b) | |
as<-scale(a) | |
summary(lm(b~a)) | |
summary(lm(a~b)) | |
summary(lm(bs~as)) | |
summary(lm(as~bs)) |
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##install ctsem (If after May 2019, CRAN is recommended) | |
install.packages("devtools") | |
library(devtools) | |
install_github("cdriveraus/ctsem") | |
library(ctsem) | |
#specify generative model (linear sde only at present for data generation -- on the to do list) | |
gm <- ctModel( | |
type='omx', #omx is older model type still needed for data generation |
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install.packages('ctsem') | |
library(ctsem) | |
#### example 1 | |
scode <- " | |
parameters { | |
real y[2]; | |
} | |
model { | |
y[1] ~ normal(0, .5); |
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#' ctStanFit | |
#' | |
#' Fits a ctsem model specified via \code{\link{ctModel}} with type either 'stanct' or 'standt', using Bayseian inference software | |
#' Stan. | |
#' | |
#' @param datalong long format data containing columns for subject id (numeric values, 1 to max subjects), manifest variables, | |
#' any time dependent (i.e. varying within subject) predictors, | |
#' and any time independent (not varying within subject) predictors. | |
#' @param ctstanmodel model object as generated by \code{\link{ctModel}} with type='stanct' or 'standt', for continuous or discrete time | |
#' models respectively. |
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