mlVAR

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.

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References in zbMATH (referenced in 2 articles )

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  1. Jonas M. B. Haslbeck, Lourens J. Waldorp: mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data (2020) not zbMATH
  2. Marina Knight, Kathryn Leeming, Guy Nason, Matthew Nunes: Generalized Network Autoregressive Processes and the GNAR Package (2020) not zbMATH