CVN is an R package for estimating high-dimensional Gaussian graphical models that change with multiple external covariates. The model is flexible, in the sense that complex smoothing patterns between the individual graphs can be used.
See the vignette for more information.
?CVNReference
Louis Dijkstra, Arne Godt, Ronja Foraita (2024).
Inferring High-Dimensional Dynamic Networks Changing with Multiple Covariates
https://arxiv.org/abs/2407.19978