Vector Autoregressive Structure

Interfaces brms
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Hello!

As part of my thesis, I conducted a mesocosm experiment using a community of organisms and we are curious about how the community we curated performed. As a part of it I am trying to fit each trophic level into a model and combine them into structural equation model. However, given that our mesocosms were measured across time, I am wanting to implement a Vector Autoregressive structure to our trophic models to see how each trophic level influences each other across time.

Is there a way to implement this using brms? I am a little new to Bayesian programming/statistics and I am coming up short in my search for solutions. Any help would be greatly appreciated!

Here is the dataset and some of the code I have been playing around with:

Additional specs:

  • Operating System: Win 11 v. 25H2
  • brms Version: 2.23.0 (on R 4.4.1)

Thank you again!

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You can do this in mvgam (Multivariate (Dynamic) Generalized Additive Models • mvgam), which handles many of the same types of effects as brms while incorporating latent time series components. See the State Space Models vignette for an example of a VAR model and how to interpret it. Some other ideas for interpretation can be found in this blog post.

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Thank you so, so much! Seeing how this is built on brms… is there any backwards compatibility for SEM modeling? Or does the package support it itself?

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Not currently, unfortunately. This may be a possibility in future versions but for now you’d have to modify the auto-generated Stan code to add this capability