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:	2024-02-21
DOI:	10.32614/CRAN.package.graphicalVAR
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
In views:	Psychometrics, TimeSeries
CRAN checks:	graphicalVAR results

Documentation:

Reference manual:

graphicalVAR.pdf

Downloads:

Package source:	graphicalVAR_0.3.4.tar.gz
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
Old sources:	graphicalVAR archive

Reverse dependencies:

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

Linking:

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