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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>.

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1.2-15 2026-04-09 windows/windows R-4.5 mgm_1.2-15.zip 903.2 KiB

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