This repository contains all relevant code (functions, simulations, real data applications, etc.) and data used in the paper: Yang, J. & Peng, J. (2018), Estimating Time-Varying Graphical Models, arXiv:1804.03811. Specifically, it includes:
-
loggle_test.R
: R script for simulation and real data application (method loggle, kernel and invar). -
loggle_test_function.R
: Helper functions used inloggle_test.R
. -
single_test.R
: R script for simulation (method single). -
loggle_1.0.tar.gz
: Pre-packaged binary of R packageloggle
for Linux/Mac OS X. -
loggle_1.0.zip
: Pre-packaged binary of R packageloggle
for Windows. -
SINGLE_1.3.tar.gz
: Pre-packaged binary of R packageSINGLE
. -
loggle_data_100.rda
: Data used in simulation of p=100 time-variant graph model. -
loggle_data_500.rda
: Data used in simulation of p=500 time-variant graph model. -
loggle_data_100_invar.rda
: Data used in simulation of p=100 time-invariant graph model. -
loggle_select_result_real.rda
: Pre-stored model selection results in real data application.