mgm v1.2-1

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by Jonas Haslbeck

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.

Readme

mgm

Functions to estimate both stationary and time-varying k-order Mixed Graphical Models or mixed Vector Autoregressive (mVAR) models.

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

library(devtools)

install_github("jmbh/mgm")

Functions in mgm

Name Description
predict.mgm Compute predictions from mgm model objects
print.mgm Print method for mgm objects
mgm-internal Internal mgm functions
mgm-package Estimating Time-Varying k-order Mixed Graphical Models
mgm Estimating Mixed Graphical Models
mgmsampler Sample from k-order Mixed Graphical Model
mvar Estimating mixed Vector Autoregressive Model (mVAR)
mvarsampler Sampling from a mixed VAR model
bwSelect Select optimal bandwidth for time-varying MGMs and mVAR Models
datasets Example Datasets in the mgm Package
tvmgm Estimating time-varying Mixed Graphical Models
tvmgmsampler Sample from time-varying k-order Mixed Graphical Model
tvmvar Estimating time-varying Mixed Vector Autoregressive Model (mVAR)
tvmvarsampler Sampling from a time-varying mixed VAR model
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Details

Type Package
Date 2017-06-20
URL http://arxiv.org/abs/1510.06871v2
BugReports https://github.com/jmbh/mgm/issues
License GPL (>= 2)
LazyData true
Packaged 2017-06-20 08:19:34 UTC; jmb
NeedsCompilation no
Repository CRAN
Date/Publication 2017-06-20 08:49:52 UTC

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