R: Dynamic Copula VAR Models for Time-Varying Dependence

# Dynamic Copula VAR Models for Time-Varying Dependence

## Documentation for package ‘dcvar’ version 0.1.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

A C D F H I L P R S V

## -- 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