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mlVAR

swMATH ID: 33247
Software Authors: Sacha Epskamp, Marie K. Deserno, Laura F. Bringmann
Description: R package mlVAR: Multi-Level Vector Autoregression. Estimates the multi-level vector autoregression model on time-series data. Three network structures are obtained: temporal networks, contemporaneous networks and between-subjects networks.
Homepage: https://cran.r-project.org/web/packages/mlVAR/index.html
Source Code:  https://github.com/cran/mlVAR
Dependencies: R
Related Software: R; mgm; graphicalVAR; vars; gimme; sparsevar; nets; autovarCore; tnam; networkTomography; NetOrigin; hybridModels; EpiILMCT; EpiILM; latentnet; HLSM; collpcm; igraph; GNAR; forecast
Cited in: 0 Documents