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 linked paper.

Package details

AuthorJonas Haslbeck
MaintainerJonas Haslbeck <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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mgm documentation built on July 10, 2018, 1:05 a.m.