mgm

The package includes functions to estimate, visualize and resample time-varying k-order Mixed Graphical Models (MGMs) and mixed Vector Autoregressive (mVAR) models.

Here is a paper describing the package: https://arxiv.org/abs/1510.06871

And here are a couple of blog posts about some functions: https://jmbh.github.io/

The developmental version can be installed from within R using the devtools-package:

library(devtools) install_github("jmbh/mgm")

Copy Link

Version

Install

install.packages('mgm')

Monthly Downloads

2,964

Version

1.2-15

License

GPL (>= 2)

Maintainer

Jonas Haslbeck

Last Published

March 16th, 2025

Functions in mgm (1.2-15)

bwSelect

Select optimal bandwidth for time-varying MGMs and mVAR Models

mgm

Estimating Mixed Graphical Models

condition

Computes mgm object conditional on a set of variables

FactorGraph

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

mvarsampler

Sampling from a mixed VAR model

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)

plotRes

Plot summary of resampled sampling distributions

showInteraction

Retrieving details of interactions

datasets

Example Datasets in the mgm Package

mgm-internal

Internal mgm functions

tvmvarsampler

Sampling from a time-varying mixed VAR model

tvmgm

Estimating time-varying Mixed Graphical Models

print.mgm

Print method for mgm objects

tvmgmsampler

Sample from time-varying k-order Mixed Graphical Model

resample

Resampling scheme for mgm objects

tvmvar

Estimating time-varying Mixed Vector Autoregressive Model (mVAR)

print.int

Print method for int objects

predict.mgm

Compute predictions from mgm model objects