Estimation of time-varying Mixed Graphical models and mixed VAR models via elastic-net regularized neighborhood regression.
| Package: | mgm |
| Type: | Package |
| Version: | 1.2-1 |
| Date: | 2017-06-20 |
| License: | GPL-2 |
Haslbeck, J., & Waldorp, L. J. (2016). mgm: Structure estimation for time-varying mixed graphical models in high-dimensional data. arXiv preprint http://arxiv.org/abs/1510.06871v2.
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Yang, E., Baker, Y., Ravikumar, P., Allen, G., & Liu, Z. (2014). Mixed graphical models via exponential families. In Proceedings of the Seventeenth International Conference on Artificial Intelligence and Statistics (pp. 1042-1050).