graphicalVAR: Graphical VAR for Experience Sampling Data

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>.

Version: 0.2.2
Depends: R (≥ 3.1.0)
Imports: Rcpp (≥ 0.11.3), Matrix, glasso, glmnet, mvtnorm, qgraph (≥ 1.3.1), dplyr, methods, igraph
LinkingTo: Rcpp, RcppArmadillo
Published: 2018-06-16
Author: Sacha Epskamp
Maintainer: Sacha Epskamp <mail at sachaepskamp.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: graphicalVAR results

Downloads:

Reference manual: graphicalVAR.pdf
Package source: graphicalVAR_0.2.2.tar.gz
Windows binaries: r-devel: graphicalVAR_0.2.2.zip, r-release: graphicalVAR_0.2.2.zip, r-oldrel: graphicalVAR_0.2.2.zip
OS X binaries: r-release: graphicalVAR_0.2.2.tgz, r-oldrel: graphicalVAR_0.2.2.tgz
Old sources: graphicalVAR archive

Reverse dependencies:

Reverse imports: bootnet, mlVAR

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