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mgm

swMATH ID: 33245
Software Authors: Jonas Haslbeck
Description: R package 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>.
Homepage: https://cran.r-project.org/web/packages/mgm/index.html
Source Code:  https://github.com/cran/mgm
Dependencies: R
Keywords: structure estimation; mixed graphical models; Markov random fields; dynamic graphical models; time-varying graphical models; vector autoregressive models; R; R package; jstatsoft.org
Related Software: qgraph; glasso; R; BDgraph; mlVAR; graphicalVAR; vars; sparsevar; nets; igraph; BigVAR; netcontrol; TCGAbiolinks; hergm; gergm; ergm; forecast; fields; SparseTSCGM; gimme
Cited in: 8 Documents

Standard Articles

1 Publication describing the Software Year
mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data Link
Jonas M. B. Haslbeck, Lourens J. Waldorp
2020

Citations by Year