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A simulated (multivariate time series) data with 24 variables, 100 individual observations, 50 time points per individual and 2 groups of individuals

Usage

data(sim.dynEGA)

Format

A 5000 x 26 multivariate time series

Details

Data were generated using the simDFM function with the following arguments:

Group 1

simDFM( variab = 12, timep = 50, nfact = 2, error = 0.125, dfm = "DAFS", loadings = EGAnet:::runif_xoshiro( 1, min = 0.50, max = 0.70 ), autoreg = 0.80, crossreg = 0.00, var.shock = 0.36, cov.shock = 0.18 )

Group 2

simDFM( variab = 8, timep = 50, nfact = 3, error = 0.125, dfm = "DAFS", loadings = EGAnet:::runif_xoshiro( 1, min = 0.50, max = 0.70 ), autoreg = 0.80, crossreg = 0.00, var.shock = 0.36, cov.shock = 0.18 )

Examples

data("sim.dynEGA")