Graphical VAR for Experience Sampling Data

Estimates within and between time point interactions in experience sampling data, using the Graphical VAR model in combination with LASSO and EBIC.


Changes in Version 0.1.4: o 'graphicalVAR' again standardizes variables before running by default. Can be controlled using the 'scale' argument o New arguments to 'graphicalVAR': o deleteMissings o penalize.diagonal o lambda_min_kappa o lambda_min_beta o scale o Added 'randomGVARmodel' function to simulate graphicalVAR model matrices o Added unregularized estimation when both lambda_kappa = 0 and lambda_beta = 0 o Greatly updated the tuning parameter sequence generating algorithm. The sequence should now be better chosen. However, note that this change leads to different estimated networks as with previous graphicalVAR versions (as different LASSO tuning parameters are used) o Added 'lbound' and 'ubound' arguments to graphicalVARsim

Changes in Version 0.1.3: o graphicalVAR now only centers and does not standardize

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


0.2.1 by Sacha Epskamp, 3 months ago

Browse source code at

Authors: Sacha Epskamp

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, Matrix, glasso, glmnet, mvtnorm, qgraph, dplyr, methods, igraph

Linking to Rcpp, RcppArmadillo

See at CRAN