dlsem: Distributed-Lag Linear Structural Equation Models

Inference functionalities for distributed-lag linear structural equation models (DLSEMs). DLSEMs are Markovian structural causal models (Pearl, 2000, Chapter 5) <ISBN:978-0-521-89560-6>, where each factor of the joint probability distribution is a distributed-lag linear regression model (Judge et al., 1985, Chapters 9-10) <ISBN: 978-0-471-89530-5>. DLSEMs account for temporal delays in the dependence relationships among the variables and allow to perform dynamic causal inference by assessing causal effects at different time lags. Endpoint-constrained quadratic, quadratic decreasing and gamma lag shapes are available.

Version: 2.4
Depends: graph, Rgraphviz
Imports: methods
Published: 2018-08-08
Author: Alessandro Magrini
Maintainer: Alessandro Magrini <alessandro.magrini at unifi.it>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
In views: Econometrics
CRAN checks: dlsem results

Downloads:

Reference manual: dlsem.pdf
Vignettes: Distributed-lag linear structural equation models in R: the dlsem package
Package source: dlsem_2.4.tar.gz
Windows binaries: r-devel: dlsem_2.4.zip, r-release: dlsem_2.4.zip, r-oldrel: dlsem_2.4.zip
OS X binaries: r-release: dlsem_2.4.tgz, r-oldrel: dlsem_2.4.tgz
Old sources: dlsem archive

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