Linear latent variable models: the lava-package

An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation interface covering a broad range of non-linear generalized structural equation models is described. The model and software are demonstrated in data of measurements of the serotonin transporter in the human brain

Estimating speed-through-water by Dynamic Factor Models fusing metocean and propeller data

In vessel performance analysis, reliable information about speed-through-water (STW) is key for realistic modeling of the single ship’s fuel efficiency. It is paramount that STW measurements are reliable such that they can be adopted as input in fuel consumption forecast models. This paper presents a study where three variations of a Dynamic Factor Model are used to estimate the STW. A simulation study is presented to demonstrate the estimation and smoothing techniques for the Dynamic Factor Model. The model variations are then applied to real vessel data, including STW and propeller measurements, in combination with metocean data (sea currents). The present study suggests that the developed model can minimize the systematic STW measurement error even under highly non-stationary conditions