- data
The data.frame containing the data (rows=cases, columns=variables) including the variables to be modeled, a unique id per subject, and potentially additional variables about the measurement procedure (see dayvar and dayvar below).
- vars
A character vector with the column names of the variables that should be included in the mlVAR models.
- idvar
The name of the column containing the unique subject id.
- dayvar
Optional: The name of the column indicating assessment day. Adding this argument makes sure that the first measurement of a day is not regressed on the last measurement of the previous day. IMPORTANT: only add this if the data has multiple observations per day. See also mlVAR().
- beepvar
Optional: The name of the column indicating measurement occasion per day. Adding this argument will cause non-consecutive beeps to be treated as missing! See also mlVAR().
- groups
The name of the column indicating group membership.
- test
The type of test used. Defaults to test = "permutation", which performs a permutation test. Alternatively, test = "parametric" performs a parametric test based on confidence intervals.
- partest
The type of parametric test used if test = "parametric" is selected. Defaults to partest = "Welch" for Welch's t-test, which does not assume equal population variances. The alternative is partest = "Student" for Student's t-test.
- paired
Indicates whether samples are paired or not (independent). If paired = TRUE indicates dependent samples. This requires that idvar needs to be specified such that each subject is contained in both groups, which implies that both groups have the same size. Also, the function assumes that the subjects are ordered in the same way in both groups. In this case, the permutation is computed based on within-person permutationst. The parametric test is not possible in this case since we are not able to obtain the required standard error from mlVAR models. If paired = FALSE the permutations are unrestricted. Defaults to paired = FALSE.
- estimator
The estimator to be used. "lmer" for sequential univariate multi-level estimation, "Mplus" for multivariate Bayesian estimation (requires Mplus), and "lm" for fixed effects estimation. See also mlVAR().
- contemporaneous
How should the contemporaneous networks be estimated? These networks are always estimated post-hoc by investigating the residuals of the temporal models. "correlated" and "orthogonal" run second multi-level models in which the networks are estimated using node-wise estimation. "fixed" and "unique" simply correlate the residuals, either by computing one network for all subjects (fixed) or a single network per per subject. See also mlVAR().
- temporal
How should the temporal effects be estimated? "correlated" estimates correlated random effects, "orthogonal" estimates non-correlated random effects and "fixed" estimates a model in which only the intercept is random. Defaults to "correlated" when the number of variables is less than 6 and "orthogonal" otherwise. "unique" uses lm to estimate an unique model for each subject. See also mlVAR().
- scale
Argument passed to mlVAR. If scale = TRUE, each variable is standardized before estimation.
- nCores
Number of cores to use in computation. See also mlVAR().
- nP
Number of permutations used to create the sampling distribution under the null hypothesis for the permutation test. Defaults to nP = 500.
- saveModels
If true, the pair of mlVAR objects for each permutations are saved in the output. Defaults to saveModels = FALSE since the resulting output object can become very large.
- saveEmpModels
If true, the pair of mlVAR objects estimated on the two groups in the empirical data are returned in a list of two. The first entry contains the mlVAR model object for the first group. Defaults to saveEmpModels = FALSE to save space.
- verbose
If true, the the verbose option in foreach, which is used in side mlVAR_GC(), is switched on. Defaults to verbose = FALSE.
- pbar
If true, a progress bar is shown. Defaults to pbar = TRUE.