Computes a vector autoregressive lag-1 model using GLM
This function computes a VAR model using glm.
VARglm(x, family, vars, adjacency, icfun = BIC, ...)
x |
A data frame |
family |
The family to be used. Defaults to |
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 |
A list containing:
graph |
The estimated graph |
IC |
The information criterium |
Sacha Epskamp <mail@sachaepskamp.com
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