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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).
Package details 


Author  Min Jin Ha [aut, cre], Shannon Holloway [ctb] 
Maintainer  Shannon Holloway <[email protected]> 
License  GPL2 
Version  1.1 
Package repository  View on CRAN 
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