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.


Changes in version 0.4.2 o Contemporaneous multi-level models are now returned in the output

Changes in version 0.4.1 o mlVAR now uses correlations of residuals as estimate for the contemporaneous correlation matrix (not partial) if estimated inverse covariance matrix is not properly invetable o Added mlVARsample function to run a simulation study given a mlVAR object. o Fixed a bug with estimator = "mPlus" o mlVAR now gives a warning when between-subject networks could not be computed, rather than breaking with an uninformative error.

Changes in version 0.4 o Added AR argument to mlVAR to fit AR models only o estimator = "Mplus" is now supported! Requires Mplus 8 to be installed. o Several arguments have been added to mlVAR to handle Mplus estimation

Changes in version 0.3.3 o The plot method for mlVAR sim objects now uses nonsig = "show" o plot method now uses nonsig = "show" by default! o Summary method now shows p-values for contemporaneous effects o Several small bugfixes

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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0.4.4 by Sacha Epskamp, a year ago

Browse source code at

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

Documentation:   PDF Manual  

Task views: Time Series Analysis, Psychometric Models and Methods

GPL-2 license

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

See at CRAN