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 linked paper.

Getting started

Package details

AuthorJonas Haslbeck
MaintainerJonas Haslbeck <[email protected]>
LicenseGPL (>= 2)
Version1.2-8
URL https://arxiv.org/abs/1510.06871
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("jmbh/mgm")
jmbh/mgm documentation built on Nov. 13, 2019, 9:10 a.m.