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>.

Version: 1.2-10
Depends: R (≥ 3.5.0)
Imports: matrixcalc, glmnet, stringr, Hmisc, qgraph, gtools
Published: 2020-06-27
Author: Jonas Haslbeck
Maintainer: Jonas Haslbeck <jonashaslbeck at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: mgm citation info
Materials: README NEWS
In views: Psychometrics, TimeSeries, gR
CRAN checks: mgm results


Reference manual: mgm.pdf
Package source: mgm_1.2-10.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: mgm_1.2-10.tgz, r-oldrel: mgm_1.2-10.tgz
Old sources: mgm archive

Reverse dependencies:

Reverse imports: bootnet, mDAG


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