mgm v1.2-2


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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.



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:



Functions in mgm

Name Description
predict.mgm Compute predictions from mgm model objects
plotRes Plot summary of resampled sampling distributions
mgm Estimating Mixed Graphical Models
mgm-internal Internal mgm functions
datasets Example Datasets in the mgm Package
mgm-package Estimating Time-Varying k-order Mixed Graphical Models
mvar Estimating mixed Vector Autoregressive Model (mVAR)
mvarsampler Sampling from a mixed VAR model
mgmsampler Sample from k-order Mixed Graphical Model
tvmgmsampler Sample from time-varying k-order Mixed Graphical Model
bwSelect Select optimal bandwidth for time-varying MGMs and mVAR Models
tvmvar Estimating time-varying Mixed Vector Autoregressive Model (mVAR)
resample Resampling scheme for mgm objects
tvmvarsampler Sampling from a time-varying mixed VAR model
print.mgm Print method for mgm objects
showInteraction Retrieving details of interactions
tvmgm Estimating time-varying Mixed Graphical Models
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Last month downloads


Type Package
Date 2017-07-09
License GPL (>= 2)
LazyData true
Packaged 2017-11-22 11:05:32 UTC; jmb
NeedsCompilation no
Repository CRAN
Date/Publication 2017-11-23 00:39:17 UTC

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