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
MaintainerJonas Haslbeck <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mgm documentation built on Feb. 3, 2021, 1:07 a.m.