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dlsem (version 2.4.6)

Distributed-Lag Linear Structural Equation Models

Description

Inference functionalities for distributed-lag linear structural equation models (DLSEMs). DLSEMs are Markovian structural causal models where each factor of the joint probability distribution is a distributed-lag linear regression with constrained lag shapes (Magrini, 2018 ; Magrini et al., 2019 ). DLSEMs account for temporal delays in the dependence relationships among the variables through a single parameter per covariate, thus allowing to perform dynamic causal inference in a feasible fashion. Endpoint-constrained quadratic, quadratic decreasing, linearly decreasing and gamma lag shapes are available.

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Version

Install

install.packages('dlsem')

Monthly Downloads

401

Version

2.4.6

License

GPL-2

Maintainer

Alessandro Magrini

Last Published

April 16th, 2020

Functions in dlsem (2.4.6)

lagPlot

Plot of lag shapes
compareModels

Comparison among different distributed-lag linear structural equation models
unirootTest

Unit root test
lmHAC

Heteroskedasticty and autocorrelation consistent covariance matrix
residualPlot

Plot for diagnostics of the residuals in a distributed-lag structural equation model.
lagShapes

Estimated lag shapes
isIndep

Conditional independence check
industry

Industrial development
agres

European agricultural data
as.graphNEL

Conversion into the graphNEL class
auto.lagPlot

Automated plot of lag shapes
drawSample

Sampling from a distributed-lag linear structural equation model
causalEff

Assessment of dynamic causal effects
autoCode

Automated model code
dlsem-package

Distributed-lag linear structural equation models
ecq

Lag shape constructors
dlsem

Parameter estimation