Package: SIRE 1.1.0

SIRE: Finding Feedback Effects in SEM and Testing for Their Significance

Provides two main functionalities. 1 - Given a system of simultaneous equation, it decomposes the matrix of coefficients weighting the endogenous variables into three submatrices: one includes the subset of coefficients that have a causal nature in the model, two include the subset of coefficients that have a interdependent nature in the model, either at systematic level or induced by the correlation between error terms. 2 - Given a decomposed model, it tests for the significance of the interdependent relationships acting in the system, via Maximum likelihood and Wald test, which can be built starting from the function output. For theoretical reference see Faliva (1992) <doi:10.1007/BF02589085> and Faliva and Zoia (1994) <doi:10.1007/BF02589041>.

Authors:Gianmarco Vacca [aut, cre]

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SIRE/json (API)

# Install 'SIRE' in R:
install.packages('SIRE', repos = c('https://gianmarco-v.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • macroIT - Italian Macroeconomic Data

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 5 scripts 122 downloads 13 mentions 4 exports 74 dependencies

Last updated 6 years agofrom:23066e5039. Checks:1 OK, 8 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 31 2025
R-4.5-winNOTEMar 31 2025
R-4.5-macNOTEMar 31 2025
R-4.5-linuxNOTEMar 31 2025
R-4.4-winNOTEMar 31 2025
R-4.4-macNOTEMar 31 2025
R-4.4-linuxNOTEMar 31 2025
R-4.3-winNOTEMar 31 2025
R-4.3-macNOTEMar 31 2025

Exports:causal_decomposedec_calcfeedback_mlrho_calc

Dependencies:abindbackportsbootbroomcarcarDataclicolorspacecowplotcpp11DerivdoBydplyrfansifarverFormulagenericsggplot2glueGPArotationgtableigraphisobandlabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixmatrixcalcMatrixModelsmgcvmicrobenchmarkminqamnormtmodelrmunsellnlmenloptrnnetnumDerivpbkrtestpillarpkgconfigpsychpurrrquantregR6rbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangRsolnpsandwichscalesSparseMstringistringrsurvivalsystemfittibbletidyrtidyselecttruncnormutf8vctrsviridisLitewithrzoo