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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; R; sparsevar; BigVAR; igraph; nets; mlVAR; graphicalVAR; vars; glasso; netcontrol; bigtime; LSVAR; fnets; fields; forecast; SparseTSCGM; gimme; autovarCore; tnam
Cited in: 7 Publications

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