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.

Version: 1.2-6
Imports: matrixcalc, glmnet, stringr, Hmisc, qgraph, gtools
Published: 2019-03-14
Author: Jonas Haslbeck
Maintainer: Jonas Haslbeck <jonashaslbeck at gmail.com>
BugReports: https://github.com/jmbh/mgm/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://arxiv.org/abs/1510.06871
NeedsCompilation: no
Citation: mgm citation info
Materials: README NEWS
In views: TimeSeries
CRAN checks: mgm results

Downloads:

Reference manual: mgm.pdf
Package source: mgm_1.2-6.tar.gz
Windows binaries: r-devel: mgm_1.2-6.zip, r-release: mgm_1.2-6.zip, r-oldrel: mgm_1.2-6.zip
OS X binaries: r-release: mgm_1.2-6.tgz, r-oldrel: mgm_1.2-6.tgz
Old sources: mgm archive

Reverse dependencies:

Reverse imports: bootnet, mDAG

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