The Pennsylvania State University



1. Chow, S-M. , *Zu, J., Shifren, K. & Zhang, G. (2011). Dynamic factor analysis models with time-varying parameters. Multivariate Behavioral Research, 46(2), 303-339. Paper Matlab codes

2. Chow, S-M. , Ferrer, E. & Nesselroade J. R. (2007). An unscented Kalman filter approach to the estimation of nonlinear dynamical systems models. Multivariate Behavioral Research, 42 (2), 283-321. Matlab codes for implementing the unscented Kalman filter can be downloaded here.An illustrative example involving the extended Kalman filter can be downloaded here. Paper

3. Ox code for fitting the cubic spline model described in Chow, S-M. & Zhang, G. (2008). Continuous-time modeling of irregularly spaced panel data using a cubic spline interpolation technique. Special issue on “Continuous-time modeling of panel data” in Statistica Neerlandica (coedited by J. H. L. Oud & H. Singer). Paper

4. Chow, S-M. , Ho, M. H. R., Hamaker, E. & Dolan, C. (2010). Equivalence and differences between structural equation modeling and state—space modeling techniques. Structural Equation Modeling, 17, 303-332. Paper Selected R and Mkfm6 scripts

5. Chow, S-M. , Ram, N., Boker, S. M., Fujita, F. Clore, G. (2005). Emotion as a thermostat: Representing emotion regulation using a damped oscillator model. Emotion. 5(2), 208-225. Paper Scripts

Other useful software links:

The ReBEL toolbox written by Rudolph van der Merwe & Eric Wan.

The KALMTOOL toolbox written by Magnus Nørgaard.

System identification tool.

A very exhaustive Kalman filter web site maintained by Greg Welch & Gary Bishop.

Kevin Murphy's linear KF toolbox for Matlab.

The mkfm6: Linear Kalman filter software developed by Conor Dolan for fitting state-space models.

Bugs.r and other functions for running Winbugs from R.

The Winbugs project.

SIMFIT: a package for simulation, curve fitting, statistical analysis and graph plotting.

Mx Software.