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Results for selected analysis

The R codes for the current analysis

dafsar1<-function(n){

library(mvtnorm)



y<-array(,dim=c(6,n))

e<-array(,dim=c(6,n))



f<-array(,dim=c(2,n))

v<-array(,dim=c(2,n))



#parameter:

f0<-array(c(0,0),dim=c(2,1))



h<-array(c(1,1,1,0,0,0,

           0,0,0,1,1,1),dim=c(6,2))



fp<-array(c(.8,0,0,.8),dim=c(2,2))

r<-array(c(1,0,0,0,0,0,

           0,1,0,0,0,0,

           0,0,1,0,0,0,

           0,0,0,1,0,0,

           0,0,0,0,1,0,

           0,0,0,0,0,1),dim=c(6,6))

qq<-array(c(.36,.18,.18,.36),dim=c(2,2))



for (i in 1:n){

   v[,i]=t(rmvnorm(1,c(0,0),qq))

   f[,i]=fp%*%f0+v[,i]

   e[,i]=t(rmvnorm(1,c(0,0,0,0,0,0),r))

   y[,i]=h%*%f[,i]+e[,i]

   f0<-f[,i]

}

return(list(y=t(y)[1001:n,],f=t(f)[1001:n,],v=t(v)[1001:n,],e=t(e)[1001:n,]))

}

The output from the current analysis

> dafsar1<-function(n){

+ library(mvtnorm)

+ 

+ y<-array(,dim=c(6,n))

+ e<-array(,dim=c(6,n))

+ 

+ f<-array(,dim=c(2,n))

+ v<-array(,dim=c(2,n))

+ 

+ #parameter:

+ f0<-array(c(0,0),dim=c(2,1))

+ 

+ h<-array(c(1,1,1,0,0,0,

+            0,0,0,1,1,1),dim=c(6,2))

+ 

+ fp<-array(c(.8,0,0,.8),dim=c(2,2))

+ r<-array(c(1,0,0,0,0,0,

+            0,1,0,0,0,0,

+            0,0,1,0,0,0,

+            0,0,0,1,0,0,

+            0,0,0,0,1,0,

+            0,0,0,0,0,1),dim=c(6,6))

+ qq<-array(c(.36,.18,.18,.36),dim=c(2,2))

+ 

+ for (i in 1:n){

+    v[,i]=t(rmvnorm(1,c(0,0),qq))

+    f[,i]=fp%*%f0+v[,i]

+    e[,i]=t(rmvnorm(1,c(0,0,0,0,0,0),r))

+    y[,i]=h%*%f[,i]+e[,i]

+    f0<-f[,i]

+ }

+ return(list(y=t(y)[1001:n,],f=t(f)[1001:n,],v=t(v)[1001:n,],e=t(e)[1001:n,]))

+ }

>