graphicalVAR

swMATH31740CRANgraphicalVARMaRDI QIDQ43451

Graphical VAR for Experience Sampling Data

Sacha Epskamp

Last update: 21 February 2024

Software version identifier: 0.3, 0.3.1, 0.1.1, 0.1.2, 0.1.3, 0.1.4, 0.2.1, 0.2.2, 0.2.3, 0.2.4, 0.2, 0.3.3, 0.3.4

Source code repository: https://github.com/cran/graphicalVAR

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Description

Estimates within and between time point interactions in experience sampling data, using the Graphical vector autoregression model in combination with regularization. See also Epskamp, Waldorp, Mottus & Borsboom (2018) <doi:10.1080/00273171.2018.1454823>.

Cites work

• The Gaussian Graphical Model in Cross-Sectional and Time-Series Data