Temporal Exponential Random Graph Models by Bootstrapped Pseudolikelihood

Temporal Exponential Random Graph Models (TERGM) estimated by maximum pseudolikelihood with bootstrapped confidence intervals or Markov Chain Monte Carlo maximum likelihood. Goodness of fit assessment for ERGMs, TERGMs, and SAOMs. Micro-level interpretation of ERGMs and TERGMs. As described in Leifeld, Cranmer and Desmarais (2018), JStatSoft .


Reference manual

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1.10.3 by Philip Leifeld, 7 months ago


Browse source code at https://github.com/cran/btergm

Authors: Philip Leifeld [aut, cre] , Skyler J. Cranmer [ctb] , Bruce A. Desmarais [ctb]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, utils, methods, graphics, network, sna, ergm, parallel, Matrix, boot, coda, ROCR, speedglm, igraph, statnet.common

Suggests fastglm, testthat, Bergm, RSiena, ggplot2

Imported by ergMargins.

Suggested by broom.

Enhanced by texreg.

See at CRAN