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mgm  

Estimating Time-Varying k-Order Mixed Graphical Models
View on CRAN: Click here


Download and install mgm package within the R console
Install from CRAN:
install.packages("mgm")

Install from Github:
library("remotes")
install_github("cran/mgm")

Install by package version:
library("remotes")
install_version("mgm", "1.2-15")



Attach the package and use:
library("mgm")
Maintained by
Jonas Haslbeck
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-09-03
Latest Update: 2025-03-16
Description:
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) .
How to cite:
Jonas Haslbeck (2015). mgm: Estimating Time-Varying k-Order Mixed Graphical Models. R package version 1.2-15, https://cran.r-project.org/web/packages/mgm. Accessed 26 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:30), 1.1-2 (2015-09-03 12:20), 1.1-3 (2016-01-06 20:29), 1.1-4 (2016-01-07 12:48), 1.1-5 (2016-04-23 16:35), 1.1-6 (2016-06-16 05:47), 1.1-7 (2016-10-20 09:38), 1.2-0 (2017-05-26 23:25), 1.2-1 (2017-06-20 10:49), 1.2-2 (2017-11-23 01:39), 1.2-3 (2018-06-06 00:40), 1.2-4 (2018-07-08 00:30), 1.2-5 (2019-01-07 18:00), 1.2-6 (2019-03-14 11:20), 1.2-7 (2019-09-05 10:10), 1.2-9 (2020-04-20 16:00), 1.2-10 (2020-06-27 20:20), 1.2-11 (2021-02-02 21:00), 1.2-12 (2021-06-03 16:40), 1.2-13 (2022-07-07 14:00), 1.2-14 (2023-09-05 11:00)
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