Estimating Time-Varying k-Order Mixed Graphical Models
Select optimal bandwidth for time-varying MGMs and mVAR Models
Computes mgm object conditional on a set of variables
Example Datasets in the mgm Package
Draws a factor graph of a (time-varying) MGM
Internal mgm functions
Estimating Time-Varying k-order Mixed Graphical Models
Estimating Mixed Graphical Models
Sample from k-order Mixed Graphical Model
Estimating mixed Vector Autoregressive Model (mVAR)
Sampling from a mixed VAR model
Plot summary of resampled sampling distributions
Compute predictions from mgm model objects
Print method for int objects
Print method for mgm objects
Resampling scheme for mgm objects
Retrieving details of interactions
Estimating time-varying Mixed Graphical Models
Sample from time-varying k-order Mixed Graphical Model
Estimating time-varying Mixed Vector Autoregressive Model (mVAR)
Sampling from a time-varying mixed VAR model
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>.