layeranalyzer (Q7370362)

Time series analysis tool using linear layered stochastic differential equations. The package allows for multiple time series with correlative and/or causal links between them. Unmeasured causal processes are allowed to affect the measured processes in a layered structure, hence the name of the package. In case of causal feedback loops, the matrix operations (including eigenvalue decompositions) allows for complex numbers. In this case, cyclic behavior can be expected. Details can be found in Reitan and Liow (2019)<doi:10.1111/2041-210X.13299>.