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: 0.3.4
Depends: R (≥ 3.1.0)
Imports: Rcpp (≥ 0.11.3), Matrix, glasso, glmnet, mvtnorm, qgraph (≥ 1.3.1), dplyr, methods, igraph, rlang
LinkingTo: Rcpp, RcppArmadillo
Published: 2024年02月21日
Author: Sacha Epskamp [aut, cre], Eren Asena [ctb]
Maintainer: Sacha Epskamp <mail at sachaepskamp.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
CRAN checks: graphicalVAR results

Documentation:

Reference manual: graphicalVAR.html , graphicalVAR.pdf

Downloads:

Windows binaries: r-devel: graphicalVAR_0.3.4.zip, r-release: graphicalVAR_0.3.4.zip, r-oldrel: graphicalVAR_0.3.4.zip
macOS binaries: r-release (arm64): graphicalVAR_0.3.4.tgz, r-oldrel (arm64): graphicalVAR_0.3.4.tgz, r-release (x86_64): graphicalVAR_0.3.4.tgz, r-oldrel (x86_64): graphicalVAR_0.3.4.tgz

Reverse dependencies:

Reverse imports: GIMMEgVAR, IVPP, mlVAR
Reverse suggests: bootnet, psychonetrics

Linking:

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