VARglm: Computes a vector autoregressive lag-1 model using GLM

View source: R/VARglm.R

VARglmR Documentation

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

x

A data frame

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:

graph

The estimated graph

IC

The information criterium

Author(s)

Sacha Epskamp <mail@sachaepskamp.com


qgraph documentation built on Nov. 3, 2023, 5:07 p.m.

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