\documentclass{article}
\usepackage{com.braju.graphicalmodels}

\catcode`\@=11%

\pagestyle{empty}

\begin{document}
\TeXtoEPS

\LARGE
\psset{unit=10mm,arrowscale=1.5,linewidth=1.5pt}
\begin{pspicture}(0,0)(5,7)%\showgrid
  \SpecialCoor

  \rput[bl](3,7){\rnode{at}{\psframebox[]{$a_t$}}}
  \rput[bl](1,3){\ovalnode[]{zt}{$z_t$}}
  \rput[bl](5,3){\ovalnode[]{zt1}{$z_{t+1}$}}

  \rput[bl](1,5){\ovalnode[fillcolor=lightgray,fillstyle=solid]{xt}{$x_t$}}
  \rput[bl](5,5){\ovalnode[fillcolor=lightgray,fillstyle=solid]{xt1}{$x_{t+1}$}}
  \rput[bl](3,1){\dianode{Rt}{$R_t$}}


  \ncline[arrows=->]{at}{Rt}
  \ncline[arrows=->]{at}{zt1}

  \ncline[arrows=->]{xt}{at}

  \ncline[arrows=->]{zt}{xt}
  \ncline[arrows=->]{zt}{zt1}
  \ncline[arrows=->]{zt}{Rt}

  \ncline[arrows=->]{zt1}{xt1}

\end{pspicture}

\endTeXtoEPS
\end{document}