Description Usage Arguments Author(s)

Simulates an mlVAR model and data with a random variance-covariance matrix for the random effects.

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`nPerson` |
Number of subjects |

`nNode` |
Number of variables |

`nTime` |
Number of observations per person |

`lag` |
The maximum lag to be used |

`thetaVar` |
Contemporaneous fixed effect variances |

`DF_theta` |
Degrees of freedom in simulating person-specific contemporaneous covariances (e.g., the individual differences in contemporaneous effects) |

`mu_SD` |
Range of standard deviation for the means |

`init_beta_SD` |
Initial range of standard deviations for the temporal effects |

`fixedMuSD` |
Standard deviation used in sampling the fixed effects |

`shrink_fixed` |
Shrinkage factor for shrinking the fixed effects if the VAR model is not stationary |

`shrink_deviation` |
Shrinkage factor for shrinking the random effects variance if the VAR model is not stationary |

Sacha Epskamp ([email protected])

mlVAR documentation built on Aug. 26, 2018, 5:03 p.m.

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