Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

mgm

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. For details see Haslbeck & Waldorp (2020) <doi:10.18637/jss.v093.i08>.

Functions (20)

FactorGraph

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

bwSelect

Select optimal bandwidth for time-varying MGMs and mVAR Models

condition

Computes mgm object conditional on a set of variables

datasets

Example Datasets in the mgm Package

mgm

Estimating Mixed Graphical Models

mgm-internal

Internal mgm functions

mgm-package

Estimating Time-Varying k-order 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

plotRes

Plot summary of resampled sampling distributions

predict.mgm

Compute predictions from mgm model objects

print.int

Print method for int objects

print.mgm

Print method for mgm objects

resample

Resampling scheme for mgm objects

showInteraction

Retrieving details of interactions

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

mgm

Estimating Time-Varying k-Order Mixed Graphical Models

v1.2-11

GPL (>= 2)

Authors

Jonas Haslbeck

Initial release

2021-02-02

mgm

Functions (20)

mgm

We don't support your browser anymore