mgm

Functions to estimate both stationary and time-varying mixed graphical models or mixed vector autoregressive (VAR) models. For details please check the paper https://arxiv.org/abs/1510.06871.

The stable version can be installed via CRAN:

install.packages("mgm")

The developmental version can be installed using the devtools-package:

library(devtools)

install_github("jmbh/mgm")