Penalized Estimation of Multiple-Subject Vector Autoregressive
Models
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Documentation for package ‘multivar’ version 1.4.0
Help Pages
| multivar-package | multivar: Penalized Estimation of Multiple-Subject Vector Autoregressive Models |
| build_matrix_spec | Build Design Matrix Specification |
| build_scenario_table | Reconstruct scenario-level multipliers used to build W |
| canonical.multivar | Canonical VAR Fitting Function for multivar |
| canonical.multivar-method | Canonical VAR Fitting Function for multivar |
| coef.multivar_fit | S3 Methods for multivar_fit Objects |
| compute_ebic | Compute EBIC for an array of fitted coefficient matrices |
| constructModel | Construct an object of class multivar |
| cv.multivar | Cross Validation for multivar |
| cv.multivar-method | Cross Validation for multivar |
| cv_blocked | Blocked Cross-Validation for multivar |
| cv_multivar | Cross-Validation Dispatcher for multivar |
| dat_multivar_sim | Simulated multi-VAR data. |
| estimate_initial_coefs | Estimate initial coefficients for adaptive weights |
| eval_multivar_performance | Summarize multivar performance against simulation truth (robust to missing parts) |
| expand_range | Expand Column Range to Indices |
| extract_multivar_hyperparams | Extract hyperparameter grid search results |
| get_common_cols | Get Common Effect Columns |
| get_common_effects | Helper Functions for Accessing multivar Results |
| get_common_tvp_cols | Get Common TVP Columns for a Period |
| get_dynamics | Helper Functions for Accessing multivar Results |
| get_dynamics_all_subjects | Helper Functions for Accessing multivar Results |
| get_dynamics_helpers | Helper Functions for Accessing multivar Results |
| get_n_periods | Get Number of Periods in TVP Model |
| get_period_rows | Get Row Range for a Subject's Period |
| get_subgrp_cols | Get Subgroup Effect Columns |
| get_subgrp_cols_for_subject | Get Subgroup Columns for a Subject |
| get_subject_rows | Get Row Range for a Subject |
| get_total_effects | Helper Functions for Accessing multivar Results |
| get_unique_cols | Get Unique Effect Columns for a Subject |
| get_unique_effects | Helper Functions for Accessing multivar Results |
| get_unique_tvp_cols | Get Unique TVP Columns for a Subject and Period |
| is_tvp | Check if Model is Time-Varying |
| lambda_grid | Build the lambda1 path (one column per penalty scenario) |
| maity_debiasing | Maity et al. (2022) MrLasso-style initial estimation |
| multivar-class | multivar object class |
| multivar_fit_methods | S3 Methods for multivar_fit Objects |
| multivar_sim | Simulate multivar data. |
| multivar_sim_breaks | Simulate multivar data with time-varying dynamics according to a latent growth curve. |
| multivar_sim_growth | Simulate multivar data with time-varying dynamics according to a latent growth curve. |
| multivar_sim_subgroups | Simulate multivar data with explicit subgroup structure |
| multivar_sim_tvp | Simulate multivar TVP data (piecewise or continuous) |
| plot.multivar_fit | S3 Methods for multivar_fit Objects |
| plot_cv_lambda_grid | Plot CV error over (lambda1, lambda2) |
| plot_results | Plot fitted multivar model results |
| plot_sim | Plot simulated multivar ground truth |
| plot_transition_mat | Plot arbitrary transition matrix |
| pretrained_var_stage1_glmnet | Stage 1 (glmnet): common block only, with optional per-equation intercepts |
| print.matrix_spec | Print method for matrix_spec |
| print.multivar_fit | S3 Methods for multivar_fit Objects |
| print_dynamics | Print dynamics matrix with clear formatting |
| print_dynamics_tvp | Print time-varying dynamics (TVP models) |
| print_edge_prevalence | Print edge prevalence across subjects |
| recover_intercepts | Recover Intercepts from Centered Data |
| select_by_ebic | Reselect best model using (E)BIC instead of MSFE |
| show-method | Default show method for an object of class multivar |
| show.multivar | Default show method for an object of class multivar |
| summary.multivar_fit | S3 Methods for multivar_fit Objects |
| summary_multivar | Summary for multivar fit objects |
| validate_matrix_spec | Validate Matrix Specification |
| var_sim_tvp | Simulate a time-varying VAR model (piecewise or continuous) |