mgm-package: Estimating Time-Varying k-order Mixed Graphical Models
In mgm: Estimating Time-Varying k-Order Mixed Graphical Models
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Estimating Time-Varying k-order Mixed Graphical Models
Description
Estimation of time-varying Mixed Graphical models and mixed VAR models via elastic-net regularized neighborhood regression.
Author(s)
Jonas Haslbeck
Maintainer: <jonashaslbeck@gmail.com>
References
Haslbeck, J. M. B., & Waldorp, L. J. (2020). mgm: Estimating time-varying Mixed Graphical Models in high-dimensional Data. Journal of Statistical Software, 93(8), pp. 1-46. DOI: 10.18637/jss.v093.i08
Loh, P. L., & Wainwright, M. J. (2013). Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses. The Annals of Statistics, 41(6), 3022-3049.
Yang, E., Baker, Y., Ravikumar, P., Allen, G., & Liu, Z. (2014). Mixed graphical models via exponential families. In Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics (pp. 1042-1050).
mgm documentation built on Sept. 8, 2023, 6:05 p.m.
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| mgm-package | R Documentation |
Estimating Time-Varying k-order Mixed Graphical Models
Description
Estimation of time-varying Mixed Graphical models and mixed VAR models via elastic-net regularized neighborhood regression.
Author(s)
Jonas Haslbeck
Maintainer: <jonashaslbeck@gmail.com>
References
Haslbeck, J. M. B., & Waldorp, L. J. (2020). mgm: Estimating time-varying Mixed Graphical Models in high-dimensional Data. Journal of Statistical Software, 93(8), pp. 1-46. DOI: 10.18637/jss.v093.i08
Loh, P. L., & Wainwright, M. J. (2013). Structure estimation for discrete graphical models: Generalized covariance matrices and their inverses. The Annals of Statistics, 41(6), 3022-3049.
Yang, E., Baker, Y., Ravikumar, P., Allen, G., & Liu, Z. (2014). Mixed graphical models via exponential families. In Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics (pp. 1042-1050).
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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