Multi-Level Vector Autoregression

Estimates the multi-level vector autoregression model on time-series data. Three network structures are obtained: temporal networks, contemporaneous networks and between-subjects networks.


News

Changes in version 0.3.1 o The 'partial' argument in 'plot.mlVAR' now defaults to TRUE o Added 'contemporaneous' argument to mlVAR o Added 'lm' estimator for fitting unique VAR models per subject o Added 'rule' argument to plot.mlVAR to set the rule of choosing significance in nodewise GGM estimation

Changes in version 0.3 o Complete rework of package! o mlVAR, mlVARsim, and relevant methods have been completely rewritten o Now support contemporaneous effects and between-subjects effects o Old functions are now labeled mlVAR0, mlVARsim0, etcetera

Reference manual

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install.packages("mlVAR")

0.4 by Sacha Epskamp, 18 days ago


Browse source code at https://github.com/cran/mlVAR


Authors: Sacha Epskamp, Marie K. Deserno and Laura F. Bringmann


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL-2 license


Imports lme4, arm, qgraph, dplyr, clusterGeneration, mvtnorm, corpcor, plyr, abind, methods, parallel, MplusAutomation


See at CRAN