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dlsem (version 2.0)

Distributed-Lag Linear Structural Equation Models

Description

Inference functionalities for distributed-lag linear structural equation models (DLSEMs). DLSEMs were recently proposed by Magrini et al. (2016) as an extension of linear structural causal models (Pearl, 2000) , where each factor of the joint probability distribution is a distributed-lag linear regression with constrained lag shapes. Endpoint-constrained quadratic, quadratic decreasing and gamma lag shapes are available.

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Version

Install

install.packages('dlsem')

Monthly Downloads

342

Version

2.0

License

GPL-2

Maintainer

Alessandro Magrini

Last Published

December 5th, 2017

Functions in dlsem (2.0)

lagPlot

Plot lag shapes
unirootTest

Unit root test
modelFit

Fit indices
agres

European agricultural data
auto.lagPlot

Automated plot of lag shapes
dlsem

Parameter estimation
edgeCoeff

Coefficient associated to each edge at different time lags
causalEff

Assessment of causal effects at different time lags
dlsem-package

Distributed-lag linear structural equation models
industry

Industrial development
isIndep

Check conditional independence