Distributed-Lag Linear Structural Equation Models
Conversion into the graphNEL class
Automated plot of lag shapes
Automated model code
Assessment of dynamic causal effects
Comparison among different distributed-lag linear structural equation ...
Distributed-lag linear structural equation models
Parameter estimation
Sampling from a distributed-lag linear structural equation model
Lag shape constructors
Conditional independence check
Plot of lag shapes
Estimated lag shapes
Heteroskedasticty and autocorrelation consistent covariance matrix
Plot for diagnostics of the residuals in a distributed-lag structural ...
Unit root test
Inference functionalities for distributed-lag linear structural equation models (DLSEMs). DLSEMs are Markovian structural causal models where each factor of the joint probability distribution is a distributed-lag linear regression with constrained lag shapes (Magrini, 2018 <doi:10.2478/bile-2018-0012>; Magrini et al., 2019 <doi:10.1007/s11135-019-00855-z>). DLSEMs account for temporal delays in the dependence relationships among the variables through a single parameter per covariate, thus allowing to perform dynamic causal inference in a feasible fashion. Endpoint-constrained quadratic, quadratic decreasing, linearly decreasing and gamma lag shapes are available.