mgm1.2-14 package

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>.

  • Maintainer: Jonas Haslbeck
  • License: GPL (>= 2)
  • Last published: 2023-09-05