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 <jonashaslbeck@gmail.com>
LicenseGPL (>= 2)
Version1.2-11
URL https://arxiv.org/abs/1510.06871
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mgm")

Try the mgm package in your browser

Any scripts or data that you put into this service are public.

mgm documentation built on Feb. 3, 2021, 1:07 a.m.