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layeranalyzer  

Time Series Analysis Tool using Linear Layered SDEs
View on CRAN: Click here


Download and install layeranalyzer package within the R console
Install from CRAN:
install.packages("layeranalyzer")

Install from Github:
library("remotes")
install_github("cran/layeranalyzer")

Install by package version:
library("remotes")
install_version("layeranalyzer", "0.4.2")



Attach the package and use:
library("layeranalyzer")
Maintained by
Trond Reitan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-19
Latest Update: 2026-09-19
Description:
Time series analysis tool using linear layered stochastic differential equations. The package allows for multiple time series with correlative and/or causal links between them. Unmeasured causal processes are allowed to affect the measured processes in a layered structure, hence the name of the package. In case of causal feedback loops, the matrix operations (including eigenvalue decompositions) allows for complex numbers. In this case, cyclic behavior can be expected. Details can be found in Reitan and Liow (2019)<doi:10.1111/2041-210X.13299>.
How to cite:
Trond Reitan (2026). layeranalyzer: Time Series Analysis Tool using Linear Layered SDEs. R package version 0.4.2, https://cran.r-project.org/web/packages/layeranalyzer. Accessed 04 Oct. 2026.
Previous versions and publish date:
(2026-09-18 15:32), 0.4.1 (2026-08-28 11:50)
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Complete documentation for layeranalyzer
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Full layeranalyzer package functions and examples
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