Copula Graphical Models for Heterogeneous Mixed Data

A multi-core R package that allows for the statistical modeling of multi-group multivariate mixed data using Gaussian graphical models. Combining the Gaussian copula framework with the fused graphical lasso penalty, the 'heteromixgm' package can handle a wide variety of datasets found in various sciences. The package also includes an option to perform model selection using the AIC, BIC and EBIC information criteria, a function that plots partial correlation graphs based on the selected precision matrices, as well as simulate mixed heterogeneous data for exploratory or simulation purposes and one multi-group multivariate mixed agricultural dataset pertaining to maize yields. The package implements the methodological developments found in Hermes et al. (2024) .


Reference manual

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install.packages("heteromixgm")

2.0.2 by Sjoerd Hermes, 2 years ago


Browse source code at https://github.com/cran/heteromixgm


Authors: Sjoerd Hermes [aut, cre] , Joost van Heerwaarden [ctb] , Pariya Behrouzi [ctb]


Documentation:   PDF Manual  


GPL-3 license


Imports Matrix, igraph, parallel, tmvtnorm, glasso, BDgraph, methods, stats, utils, MASS


See at CRAN