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mlVAR  

Multi-Level Vector Autoregression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mlVAR", "0.7.3")



Attach the package and use:
library("mlVAR")
Maintained by
Sacha Epskamp
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-06-10
Latest Update: 2024-02-01
Description:
Estimates the multi-level vector autoregression model on time-series data. Three network structures are obtained: temporal networks, contemporaneous networks and between-subjects networks.
How to cite:
Sacha Epskamp (2015). mlVAR: Multi-Level Vector Autoregression. R package version 0.7.3, https://cran.r-project.org/web/packages/mlVAR. Accessed 05 Oct. 2026.
Previous versions and publish date:
(2026-07-18 07:10), 0.1.0 (2015-06-10 15:08), 0.3.0 (2016-05-31 11:10), 0.3.1 (2016-07-04 20:29), 0.3.2 (2016-07-20 17:46), 0.3.3 (2017-03-28 08:06), 0.4.1 (2018-08-26 17:10), 0.4.2 (2019-01-24 15:00), 0.4.3 (2019-06-20 19:00), 0.4.4 (2019-10-21 11:30), 0.4 (2017-09-02 18:22), 0.5.1 (2023-05-16 14:10), 0.5.2 (2024-02-01 08:10), 0.5.5 (2026-02-06 07:40), 0.5 (2021-10-25 12:30), 0.6.1 (2026-03-17 13:50)
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Complete documentation for mlVAR
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