jmbh/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>.
Getting started
Browse package contents
Package details |
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| Author | Jonas Haslbeck |
| Maintainer | Jonas Haslbeck <jonashaslbeck@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.2-16 |
| URL | https://www.jstatsoft.org/article/view/v093i08 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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