mgm: Estimating Time-Varying k-Order Mixed Graphical Models

Estimation of k-Order time-varying Mixed Graphical Models and mixed VAR(p) models via elastic-net regularized neighborhood regression. For details see Haslbeck & Waldorp (2020) <doi:10.18637/jss.v093.i08>.

Package details

AuthorJonas Haslbeck [aut, cre]
MaintainerJonas Haslbeck <jonashaslbeck@gmail.com>
LicenseGPL (>= 2)
Version1.2-15
URL https://www.jstatsoft.org/article/view/v093i08
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mgm")

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mgm documentation built on April 4, 2025, 1:03 a.m.