mgm

swMATH33245CRANmgmMaRDI QIDQ44954

Estimating Time-Varying k-Order Mixed Graphical Models

Jonas M. B. Haslbeck

Last update: 5 September 2023

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.2-13, 1.1-2, 1.1-3, 1.1-4, 1.1-5, 1.1-6, 1.1-7, 1.2-0, 1.2-1, 1.2-2, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.2-9, 1.2-10, 1.2-11, 1.2-12, 1.2-14

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

Description

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>.

Cites work

• mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data