Multivariate spatio-temporal models using dynamic structural equations
tinyVAST is an R package that fits multivariate spatio-temporal models while using Gaussian Markov random fields to represent nonseparable interactions among variables over time. See a preprint:
Thorson, J. T., Anderson, S. C., Goddard, P., & Rooper, C. N. (2024). tinyVAST: R package with an expressive interface to specify lagged and simultaneous effects in multivariate spatio-temporal models (arXiv:2401.10193). arXiv. http://arxiv.org/abs/2401.10193