ggm

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Software:16713



swMATH4542WikidataQ114076481CRANggmMaRDI QIDQ16713

Graphical Markov Models with Mixed Graphs

Kayvan Sadeghi, Mathias Drton, Giovanni M. Marchetti

Last update: 25 January 2024

Copyright license: GNU General Public License, version 2.0

Software version identifier: 2.5, 0.5, 0.8-1, 0.8, 1.0.2, 1.0.3, 1.0.4, 1.0, 1.99-1, 1.99-2, 1.99-3, 1.99-5, 1.99, 1.995-0, 1.995-2, 1.995-3, 1.995-5, 2.0, 2.1, 2.2, 2.3, 2.5.1


Source code repository: https://github.com/cran/ggm

Provides functions for defining mixed graphs containing three types of edges, directed, undirected and bi-directed, with possibly multiple edges. These graphs are useful because they capture fundamental independence structures in multivariate distributions and in the induced distributions after marginalization and conditioning. The package is especially concerned with Gaussian graphical models for (i) ML estimation for directed acyclic graphs, undirected and bi-directed graphs and ancestral graph models (ii) testing several conditional independencies (iii) checking global identification of DAG Gaussian models with one latent variable (iv) testing Markov equivalences and generating Markov equivalent graphs of specific types.