Code for the proposed LoALDIG (Local Approximate Likelihood Data Integration) method in the paper entitled "Structural inference of time-varying mixed graphical models" authored by Qingyang Liu, Yuping Zhang and Zhengqing Ouyang.
License: GPL-2.
Correspondence: Yuping Zhang, Email: [email protected].
local_tvgm.m: get the local graph structure at a give time point.
refit.m: given a graph structure, refit model to reduce over-shrinkage.
cv.m: cross-validation to select hyperparameters.
sampling.m: simulate synthetic data through Gibbs sampling.
example.m: an example to demonstrate the usage of our code.
Reference: Liu, Q., Zhang, Y. and Ouyang, Z., 2021. Structural inference of time‐varying mixed graphical models. Stat, 10(1), p.e414.