## ----setup, include = FALSE---------------------------------------------------
has_stan <- requireNamespace("rstan", quietly = TRUE)
eval_fits <- identical(Sys.getenv("DCVAR_EVAL_VIGNETTES"), "true") && has_stan
knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  eval = eval_fits
)

## ----install, eval = FALSE----------------------------------------------------
# # Install dcvar from CRAN
# install.packages("dcvar")

## ----install-dev, eval = FALSE------------------------------------------------
# install.packages("remotes")
# remotes::install_github("benlug/dcvar")

## ----install-cmdstanr, eval = FALSE-------------------------------------------
# install.packages("cmdstanr",
#   repos = c("https://stan-dev.r-universe.dev", getOption("repos"))
# )
# cmdstanr::install_cmdstan()

## ----simulate, eval = TRUE----------------------------------------------------
library(dcvar)

# Generate a decreasing rho trajectory (therapy effect)
rho_true <- rho_decreasing(n_time = 150, rho_start = 0.7, rho_end = 0.3)

# Simulate bivariate VAR(1) data with this trajectory
sim <- simulate_dcvar(
  n_time = 150,
  rho_trajectory = rho_true,
  seed = 42
)

head(sim$Y_df)

## ----fit----------------------------------------------------------------------
# fit <- dcvar(
#   data = sim$Y_df,
#   vars = c("y1", "y2"),
#   chains = 4,
#   iter_warmup = 1000,
#   iter_sampling = 2000,
#   seed = 123
# )

## ----inspect------------------------------------------------------------------
# # Quick overview
# print(fit)
# 
# # Detailed summary
# summary(fit)
# 
# # Posterior means for VAR parameters
# coef(fit)
# 
# # Time-varying rho as a data frame
# rho_df <- rho_trajectory(fit)
# head(rho_df)
# 
# # MCMC diagnostics
# dcvar_diagnostics(fit)

## ----fitted-predict-----------------------------------------------------------
# # VAR(1) fitted values: y_hat[t] = mu + Phi * (y[t-1] - mu)
# fit_df <- fitted(fit)
# head(fit_df)
# 
# # Predictions with 95% marginal intervals
# pred_df <- predict(fit)
# head(pred_df)
# 
# # Custom interval level
# pred_90 <- predict(fit, ci_level = 0.90)

## ----as-data-frame------------------------------------------------------------
# param_df <- as.data.frame(fit)
# head(param_df)

## ----interpret----------------------------------------------------------------
# interpret_rho_trajectory(fit)

## ----plot---------------------------------------------------------------------
# # Rho trajectory with credible intervals
# # Red line = true trajectory (simulation only)
# plot_rho(fit, true_rho = sim$true_params$rho)
# 
# # VAR coefficient heatmap
# plot_phi(fit)
# 
# # MCMC diagnostics (trace, Rhat, ESS)
# plot(fit, type = "diagnostics")
# 
# # Posterior predictive check
# # Currently available for normal and exponential margins
# plot_ppc(fit)

## ----compare------------------------------------------------------------------
# fit_constant <- dcvar_constant(sim$Y_df, vars = c("y1", "y2"))
# 
# dcvar_compare(dcvar = fit, constant = fit_constant)