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