VARglm: Computes a vector autoregressive lag-1 model using GLM
Description
This function computes a VAR model using glm.Usage
VARglm(x, family, vars, adjacency, icfun = BIC, ...)
Arguments
family
The family to be used. Defaults to gaussian if data is continuous or binomial if data is binary
vars
Vector of variables to predict. If missing all variables are predicted.
adjacency
Adjacency matrix. If missing full network is estimated
icfun
Information criterium function to be included in the output
...
Arguments used in the icfun
Value
- A list containing:
- graphThe estimated graph
- ICThe information criterium