fitDTVARMx: Fit the Discrete-Time Vector Autoregressive Model

Ivan Jacob Agaloos Pesigan

Description

Fit the discrete-time vector autoregressive model using the OpenMx package.

Installation

You can install the released version of fitDTVARMx from GitHub with:

if (!require("remotes")) install.packages("remotes")
remotes::install_github("jeksterslab/fitDTVARMx")

More Information

See GitHub Pages for package documentation.

See Quarto Pub for package wiki and other resources.

References

Hunter, M. D. (2017). State space modeling in an open source, modular, structural equation modeling environment. Structural Equation Modeling: A Multidisciplinary Journal, 25(2), 307–324. https://doi.org/10.1080/10705511.2017.1369354

Neale, M. C., Hunter, M. D., Pritikin, J. N., Zahery, M., Brick, T. R., Kirkpatrick, R. M., Estabrook, R., Bates, T. C., Maes, H. H., & Boker, S. M. (2015). OpenMx 2.0: Extended structural equation and statistical modeling. Psychometrika, 81(2), 535–549. https://doi.org/10.1007/s11336-014-9435-8

R Core Team. (2024). R: A language and environment for statistical computing. R Foundation for Statistical Computing. https://www.R-project.org/