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rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data
Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details, see Peeters, Bilgrau, & van Wieringen (2022) <doi:10.18637/jss.v102.i04> and associated publications.
Getting started
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Package details |
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| Author | Carel F.W. Peeters [aut, cre, cph] (ORCID: <https://orcid.org/0000-0001-5766-9969>), Anders Ellern Bilgrau [aut, cph] (ORCID: <https://orcid.org/0000-0001-9875-2902>), Wessel N. van Wieringen [aut] (ORCID: <https://orcid.org/0000-0002-5100-9123>) |
| Maintainer | Carel F.W. Peeters <carel.peeters@wur.nl> |
| License | GPL (>= 2) |
| Version | 2.2.9 |
| URL | https://cfwp.github.io/rags2ridges/ https://github.com/CFWP/rags2ridges |
| Package repository | View on CRAN |
| Installation |
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