mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data

mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data

We present the R package mgm for the estimation of k-order mixed graphical models (MGMs) and mixed vector autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type, since data sets consisting of mixed types of variables (conti...

Full description

Bibliographic Details
Main Authors: Jonas M. B. Haslbeck, Lourens J. Waldorp
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2020-04-01
Series:Journal of Statistical Software
Subjects:
structure estimation
mixed graphical models
markov random fields
dynamic graphical models
time-varying graphical models
vector autoregressive models
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2672

Internet

https://www.jstatsoft.org/index.php/jss/article/view/2672

Similar Items