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mlVAR - MaRDI portal

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mlVAR (Q44956)

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Multi-Level Vector Autoregression
Language Label Description Also known as
English
mlVAR
Multi-Level Vector Autoregression

    Statements

    instance of
    R package
    0 references
    software version identifier
    0.5
    publication date
    25 October 2021
    0 references
    0.5.1
    publication date
    16 May 2023
    0 references
    0.1.0
    publication date
    10 June 2015
    0 references
    0.3.0
    publication date
    31 May 2016
    0 references
    0.3.1
    publication date
    4 July 2016
    0 references
    0.3.2
    publication date
    20 July 2016
    0 references
    0.3.3
    publication date
    28 March 2017
    0 references
    0.4.1
    publication date
    26 August 2018
    0 references
    0.4.2
    publication date
    24 January 2019
    0 references
    0.4.3
    publication date
    20 June 2019
    0 references
    0.4.4
    publication date
    21 October 2019
    0 references
    0.4
    publication date
    2 September 2017
    0 references
    0.5.2
    publication date
    1 February 2024
    0 references
    programmed in
    R
    0 references
    last update
    1 February 2024
    0 references
    description
    Estimates the multi-level vector autoregression model on time-series data. Three network structures are obtained: temporal networks, contemporaneous networks and between-subjects networks.
    0 references
    author
    Sacha Epskamp
    0 references
    Marie K. Deserno
    0 references
    Laura F. Bringmann
    0 references
    imports
    lme4
    0 references
    arm
    0 references
    qgraph
    0 references
    dplyr
    software version identifier
    ≥ 0.5.0
    0 references
    clusterGeneration
    0 references
    mvtnorm
    0 references
    corpcor
    0 references
    plyr
    0 references
    abind
    0 references
    methods
    0 references
    parallel
    0 references
    MplusAutomation
    0 references
    graphicalVAR
    0 references
    rlang
    0 references

    Identifiers

    swMATH work ID
    33247
    0 references
    CRAN project
    mlVAR
    0 references
     
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