Baek J, S anchez BN, Berrocal VJ, Sanchez-Vaznaugh E (2015), "Distributed Lag Models: Examining Associations between the Built Environment and Health", Epidemiology, 27(1):116-124.
The R functions for Hierarchical DLM (HDLM) can be downloaded here.
Reference
Baek J, Sanchez BN, Sanchez-Vaznaugh E (2015), \Hierarchical Distributed Lag Models: Exploring Varying Geographic Scale and Magnitude in Health-Built Environment Associations". American Journal of Epidemiology, 183(6): 583-592.
Baek J, Hirsch JA, Moore K, Tabb LP, Barrientos-Gutierrez T, Lisabeth LD, Diez-Roux AV, Sanchez BN (2017), \Statistical Methods to Study Variation in Associations Between Food Store Availability and Body Mass in the Multi-Ethnic Study of Atherosclerosis." Epidemiology, 28(3):403-11.