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20152018
most citedmgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data

65 citations · 123 across the 3 of their papers we have counts for

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stat.AP2015★ 55 cited

Structure estimation for mixed graphical models in high-dimensional data

Jonas M. B. Haslbeck, Lourens J. Waldorp

Undirected graphical models are a key component in the analysis of complex observational data in a large variety of disciplines. In many of these applications one is interested in…

stat.AP2015★ 65 cited

mgm: Estimating Time-Varying Mixed Graphical Models in High-Dimensional Data

Jonas M. B. Haslbeck, Lourens J. Waldorp

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…