graphicalVAR

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Graphical VAR for Experience Sampling Data

Sacha Epskamp

Last update: 21 February 2024

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

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

Official website: https://cran.r-project.org/web/packages/graphicalVAR/index.html

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

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

Cited In (16)

• perturbR
• Intensive Longitudinal Analysis of Human Processes
• NetOrigin
• dynsbm
• regsem
• gergm
• BigVAR
• GNAR
• IsingFit
• mgm
• tvReg
• gimme
• MIIVsem
• Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression
• Structural learning of contemporaneous dependencies in graphical VAR models
• EGAnet

This page was built for software: graphicalVAR