mlVAR

swMATH33247CRANmlVARMaRDI QIDQ44956

Multi-Level Vector Autoregression

Laura F. Bringmann, Marie K. Deserno, Sacha Epskamp

Last update: 1 February 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.5, 0.5.1, 0.1.0, 0.3.0, 0.3.1, 0.3.2, 0.3.3, 0.4.1, 0.4.2, 0.4.3, 0.4.4, 0.4, 0.5.2

Source code repository: https://github.com/cran/mlVAR

Description

Estimates the multi-level vector autoregression model on time-series data. Three network structures are obtained: temporal networks, contemporaneous networks and between-subjects networks.

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