GGMridge: Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation

Estimation of partial correlation matrix using ridge penalty followed by thresholding and reestimation. Under multivariate Gaussian assumption, the matrix constitutes an Gaussian graphical model (GGM).

Install the latest version of this package by entering the following in R:
install.packages("GGMridge")
AuthorMin Jin Ha [aut, cre], Shannon Holloway [ctb]
Date of publication2016-02-02 11:48:43
MaintainerShannon Holloway <sthollow@ncsu.edu>
LicenseGPL-2
Version1.1

View on CRAN

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