Dynamic Copula VAR Models for Time-Varying Dependence

Documentation for package ‘dcvar’ version 0.1.0

Help Pages

-- A --

aggregate_metrics	Aggregate metrics across simulation replications
as.data.frame.dcvar_model_fit	Convert a dcvar fit summary to a data frame

-- C --

coef.dcvar_constant_fit	S3 methods for dcvar_constant_fit objects
coef.dcvar_fit	S3 methods for dcvar_fit objects
coef.dcvar_hmm_fit	S3 methods for dcvar_hmm_fit objects
coef.dcvar_multilevel_fit	S3 methods for dcvar_multilevel_fit objects
coef.dcvar_sem_fit	S3 methods for dcvar_sem_fit objects
compute_param_metrics	Compute scalar parameter recovery metrics
compute_rho_metrics	Compute rho trajectory recovery metrics

-- D --

dcvar	Fit the DC-VAR model
dcvar_compare	Compare multiple fitted models using LOO-CV
dcvar_constant	Fit the constant copula model
dcvar_constant_fit-methods	S3 methods for dcvar_constant_fit objects
dcvar_diagnostics	Extract MCMC diagnostics
dcvar_diagnostics.dcvar_model_fit	Extract MCMC diagnostics
dcvar_diagnostics.default	Extract MCMC diagnostics
dcvar_fit-methods	S3 methods for dcvar_fit objects
dcvar_hmm	Fit the HMM copula model
dcvar_hmm_fit-methods	S3 methods for dcvar_hmm_fit objects
dcvar_multilevel	Fit an experimental multilevel copula VAR(1) model
dcvar_multilevel_fit-methods	S3 methods for dcvar_multilevel_fit objects
dcvar_sem	Fit an experimental SEM copula VAR(1) model
dcvar_sem_fit-methods	S3 methods for dcvar_sem_fit objects
dcvar_stan_path	Get path to bundled Stan model file
draws	Extract posterior draws
draws.dcvar_model_fit	Extract posterior draws
draws.default	Extract posterior draws

-- F --

fitted.dcvar_model_fit	Fitted values from a copula VAR model
fitted.dcvar_multilevel_fit	Fitted values from a copula VAR model
fitted.dcvar_sem_fit	Fitted values from a copula VAR model

-- H --

hmm_states	Extract HMM state information
hmm_states.dcvar_hmm_fit	Extract HMM state information
hmm_states.default	Extract HMM state information

-- I --

interpret_rho_trajectory

Interpret a rho trajectory in clinical terms

-- L --

latent_states	Extract latent states from a SEM fit
latent_states.dcvar_sem_fit	Extract latent states from a SEM fit
latent_states.default	Extract latent states from a SEM fit
loo.dcvar	Compute LOO-CV for a fitted model
loo.dcvar_constant_fit	Compute LOO-CV for a fitted model
loo.dcvar_fit	Compute LOO-CV for a fitted model
loo.dcvar_hmm_fit	Compute LOO-CV for a fitted model
loo.dcvar_multilevel_fit	Compute LOO-CV for a fitted model
loo.dcvar_sem_fit	Compute LOO-CV for a fitted model

-- P --

pit_test	KS test for PIT uniformity
pit_test.dcvar_model_fit	KS test for PIT uniformity
pit_test.default	KS test for PIT uniformity
pit_values	Extract PIT values from a fitted model
pit_values.dcvar_model_fit	Extract PIT values from a fitted model
pit_values.default	Extract PIT values from a fitted model
plot.dcvar_constant_fit	S3 methods for dcvar_constant_fit objects
plot.dcvar_fit	S3 methods for dcvar_fit objects
plot.dcvar_hmm_fit	S3 methods for dcvar_hmm_fit objects
plot.dcvar_multilevel_fit	S3 methods for dcvar_multilevel_fit objects
plot.dcvar_sem_fit	S3 methods for dcvar_sem_fit objects
plot_diagnostics	Plot MCMC diagnostics
plot_hmm_states	Plot HMM state posteriors
plot_latent_states	Plot estimated latent states with credible intervals
plot_phi	Plot VAR(1) coefficient matrix as a heatmap
plot_pit	Plot PIT histograms
plot_ppc	Posterior predictive check for residual correlations
plot_random_effects	Plot random effects (caterpillar plot)
plot_rho	Plot the rho trajectory with credible intervals
plot_trajectories	Plot and compare multiple rho trajectory shapes
predict.dcvar_model_fit	One-step-ahead predictions from a copula VAR model
predict.dcvar_multilevel_fit	One-step-ahead predictions from a copula VAR model
predict.dcvar_sem_fit	One-step-ahead predictions from a copula VAR model
prepare_constant_data	Prepare data for the constant copula model
prepare_dcvar_data	Prepare data for the DC-VAR model
prepare_hmm_data	Prepare data for the HMM copula model
prepare_multilevel_data	Prepare data for the multilevel copula VAR model
prepare_sem_data	Prepare data for the SEM copula VAR model
print.dcvar_constant_fit	S3 methods for dcvar_constant_fit objects
print.dcvar_constant_summary	Print a dcvar_constant_summary object
print.dcvar_fit	S3 methods for dcvar_fit objects
print.dcvar_hmm_fit	S3 methods for dcvar_hmm_fit objects
print.dcvar_hmm_summary	Print a dcvar_hmm_summary object
print.dcvar_multilevel_fit	S3 methods for dcvar_multilevel_fit objects
print.dcvar_multilevel_summary	Print a dcvar_multilevel_summary object
print.dcvar_sem_fit	S3 methods for dcvar_sem_fit objects
print.dcvar_sem_summary	Print a dcvar_sem_summary object
print.dcvar_summary	Print a dcvar_summary object

-- R --

random_effects	Extract random effects from a multilevel fit
random_effects.dcvar_multilevel_fit	Extract random effects from a multilevel fit
random_effects.default	Extract random effects from a multilevel fit
rho_constant	Generate a constant rho trajectory
rho_decreasing	Generate a logistically decreasing rho trajectory
rho_double_step	Generate a double-breakpoint (relapse pattern) rho trajectory
rho_increasing	Generate a logistically increasing rho trajectory
rho_random_walk	Generate a random walk rho trajectory on the Fisher-z scale
rho_scenario	Get a named trajectory scenario
rho_step	Generate a single-breakpoint (step function) rho trajectory
rho_trajectory	Extract the rho trajectory with credible intervals
rho_trajectory.dcvar_constant_fit	Extract the rho trajectory with credible intervals
rho_trajectory.dcvar_fit	Extract the rho trajectory with credible intervals
rho_trajectory.dcvar_hmm_fit	Extract the rho trajectory with credible intervals
rho_trajectory.dcvar_multilevel_fit	Extract the rho trajectory with credible intervals
rho_trajectory.dcvar_sem_fit	Extract the rho trajectory with credible intervals
rho_trajectory.default	Extract the rho trajectory with credible intervals

-- S --

simulate_breakpoint_data	Simulate data with a breakpoint rho trajectory
simulate_dcvar	Simulate data from a copula VAR(1) model
simulate_dcvar_multilevel	Simulate data from a multilevel copula VAR(1) model
simulate_dcvar_sem	Simulate data from a SEM copula VAR(1) model
summary.dcvar_constant_fit	S3 methods for dcvar_constant_fit objects
summary.dcvar_fit	S3 methods for dcvar_fit objects
summary.dcvar_hmm_fit	S3 methods for dcvar_hmm_fit objects
summary.dcvar_multilevel_fit	S3 methods for dcvar_multilevel_fit objects
summary.dcvar_sem_fit	S3 methods for dcvar_sem_fit objects

-- V --

var_params	Extract VAR(1) parameter summaries
var_params.dcvar_model_fit	Extract VAR(1) parameter summaries
var_params.dcvar_multilevel_fit	Extract VAR(1) parameter summaries
var_params.dcvar_sem_fit	Extract VAR(1) parameter summaries
var_params.default	Extract VAR(1) parameter summaries