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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")

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Version

Install

install.packages('mgm')

Monthly Downloads

2,078

Version

1.2-5

License

GPL (>= 2)

Maintainer

Jonas Haslbeck

Last Published

January 7th, 2019

Functions in mgm (1.2-5)

plotRes

Plot summary of resampled sampling distributions

print.mgm

Print method for mgm objects

resample

Resampling scheme for mgm objects

datasets

Example Datasets in the mgm Package

mgm-internal

Internal mgm functions

mgm-package

Estimating Time-Varying k-order Mixed Graphical Models

mgm

Estimating Mixed Graphical Models

showInteraction

Retrieving details of interactions

tvmgm

Estimating time-varying Mixed Graphical Models

predict.mgm

Compute predictions from mgm model objects

print.int

Print method for int objects

FactorGraph

Draws a factor graph of a (time-varying) MGM

bwSelect

Select optimal bandwidth for time-varying MGMs and mVAR Models

tvmvarsampler

Sampling from a time-varying mixed VAR model

mgmsampler

Sample from k-order Mixed Graphical Model

mvar

Estimating mixed Vector Autoregressive Model (mVAR)

tvmgmsampler

Sample from time-varying k-order Mixed Graphical Model

tvmvar

Estimating time-varying Mixed Vector Autoregressive Model (mVAR)

mvarsampler

Sampling from a mixed VAR model