Matches in SemOpenAlex for { <https://semopenalex.org/work/W2620243753> ?p ?o ?g. }
- W2620243753 abstract "We present the R-package mgm for the estimation of k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models in high-dimensional data. These are a useful extensions of graphical models for only one variable type, since data sets consisting of mixed types of variables (continuous, count, categorical) are ubiquitous. In addition, we allow to relax the stationarity assumption of both models by introducing time-varying versions MGMs and mVAR models based on a kernel weighting approach. Time-varying models offer a rich description of temporally evolving systems and allow to identify external influences on the model structure such as the impact of interventions. We provide the background of all implemented methods and provide fully reproducible examples that illustrate how to use the package." @default.
- W2620243753 created "2017-06-05" @default.
- W2620243753 creator A5050675565 @default.
- W2620243753 creator A5064926593 @default.
- W2620243753 date "2015-10-23" @default.
- W2620243753 modified "2023-10-01" @default.
- W2620243753 title "MGM: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data" @default.
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