Package: quadVAR 0.1.2

Jingmeng Cui

quadVAR: Quadratic Vector Autoregression

Estimate quadratic vector autoregression models with the strong hierarchy using the Regularization Algorithm under Marginality Principle (RAMP) by Hao et al. (2018) <doi:10.1080/01621459.2016.1264956>, compare the performance with linear models, and construct networks with partial derivatives.

Authors:Jingmeng Cui [aut, cre]

quadVAR_0.1.2.tar.gz
quadVAR_0.1.2.tar.gz(r-4.5-noble)quadVAR_0.1.2.tar.gz(r-4.4-noble)
quadVAR_0.1.2.tgz(r-4.4-emscripten)quadVAR_0.1.2.tgz(r-4.3-emscripten)
quadVAR.pdf |quadVAR.html✨
quadVAR/json (API)
NEWS

# Install 'quadVAR' in R:

install.packages('quadVAR', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/sciurus365/quadvar/issues

Pkgdown site:https://sciurus365.github.io

1.70 score 3 scripts 10 exports 102 dependencies

Last updated 8 days agofrom:8ba2d6811f. Checks:2 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Feb 11 2025
R-4.5-linux	OK	Feb 11 2025

Exports:%>%block_cv compare_4_emo linear_quadVAR_network partial_plot quadVAR quadVAR_to_dyn_eqns sim_4_emo true_model_4_emo tune.fit

Dependencies:abind backports base64enc bslib cachem checkmate cli cluster colorspace commonmark corpcor cpp11 crayon data.table digest dplyr evaluate fansi farver fastmap fdrtool fontawesome foreign Formula fs generics ggplot2 glasso glue GPArotation gridExtra gtable gtools highr Hmisc htmlTable htmltools htmlwidgets httpuv igraph isoband jpeg jquerylib jsonlite knitr labeling later lattice lavaan lifecycle magrittr MASS Matrix memoise mgcv mime mnormt munsell ncvreg nlme nnet numDeriv pbapply pbivnorm pillar pkgconfig plyr png promises psych purrr qgraph quadprog R6 RAMP rappdirs RColorBrewer Rcpp reshape2 rlang rmarkdown rpart rstudioapi sass scales shiny shinythemes sourcetools stringi stringr tibble tidyr tidyselect tinytex utf8 vctrs viridis viridisLite withr xfun xtable yaml

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Readme and manuals

Help Manual

Help page	Topics
Use Block Cross-Validation to Evaluate Models	block_cv
Compare estimated model with true model for 4-emotion model	compare_4_emo
Find index of data that satisfies certain conditions	find_index
Extract the adjacency matrix from a quadVAR object.	get_adj_mat
Linearize a quadVAR object to produce a network.	linear_quadVAR_network plot.linear_quadVAR_network
Make a partial plot of a variable in a model This function takes a quadVAR model as input, and returns a plot of the partial effect of a variable on the dependent variable (controlling all other variables and the intercept), for higher and lower levels of the moderator variable split by the median.	partial_plot
Predict the values of the dependent variables using the quadVAR model	predict.quadVAR
Estimate lag-1 quadratic vector autoregression models	coef.quadVAR plot.quadVAR print.coef_quadVAR print.quadVAR quadVAR summary.quadVAR
Transform a quadVAR object to a list of dynamic equations.	quadVAR_to_dyn_eqns
Simulate a 4-emotion model	sim_4_emo
True model for 4-emotion model	coef.true_model_4_emo print.true_model_4_emo true_model_4_emo
Using the glmnet and ncvreg packages, fits a Generalized Linear Model or Cox Proportional Hazards Model using various methods for choosing the regularization parameter lambda	tune.fit

Package: quadVAR 0.1.2

quadVAR: Quadratic Vector Autoregression

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Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)