Proper L2-penalized ML estimators for the precision matrix as well as supporting functions to employ these estimators in a graphical modeling setting.

Author | Carel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut] |

Date of publication | 2016-08-18 16:31:38 |

Maintainer | Carel F.W. Peeters <cf.peeters@vumc.nl> |

License | GPL (>= 2) |

Version | 2.1.1 |

http://www.bigstatistics.nl/carel-fw-peeters |

**adjacentMat:** Transform real matrix into an adjacency matrix

**armaRidgeP:** Core ridge precision estimators

**CNplot:** Visualize the spectral condition number against the...

**conditionNumberPlot:** Visualize the spectral condition number against the...

**covML:** Maximum likelihood estimation of the covariance matrix

**covMLknown:** Maximum likelihood estimation of the covariance matrix with...

**createS:** Simulate sample covariances or datasets

**default.penalty:** Construct commonly used penalty matrices

**default.target:** Generate a (data-driven) default target for usage in...

**default.target.fused:** Generate data-driven targets for fused ridge estimation

**edgeHeat:** Visualize (precision) matrix as a heatmap

**evaluateS:** Evaluate numerical properties square matrix

**evaluateSfit:** Visual inspection of the fit of a regularized precision...

**fullMontyS:** Wrapper function

**fused.test:** Test the necessity of fusion

**getKEGGPathway:** Download KEGG pathway

**GGMblockNullPenalty:** Generate the distribution of the penalty parameter under the...

**GGMblockTest:** Test for block-indepedence

**GGMmutualInfo:** Mutual information between two sets of variates within a...

**GGMnetworkStats:** Gaussian graphical model network statistics

**GGMnetworkStats.fused:** Gaussian graphical model network statistics

**GGMpathStats:** Gaussian graphical model node pair path statistics

**GGMpathStats.fused:** Fused gaussian graphical model node pair path statistics

**isSymmetricPD:** Test for symmetric positive (semi-)definiteness

**is.Xlist:** Test if fused list-formats are correctly used

**kegg.target:** Construct target matrix from KEGG

**KLdiv:** Kullback-Leibler divergence between two multivariate normal...

**KLdiv.fused:** Fused Kullback-Leibler divergence for sets of distributions

**loss:** Evaluate regularized precision under various loss functions

**NLL:** Evaulate the (penalized) (fused) likelihood

**optPenalty.aLOOCV:** Select optimal penalty parameter by approximate leave-one-out...

**optPenalty.fused:** Identify optimal ridge and fused ridge penalties

**optPenalty.LOOCV:** Select optimal penalty parameter by leave-one-out...

**optPenalty.LOOCVauto:** Automatic search for optimal penalty parameter

**pcor:** Compute partial correlation matrix or standardized precision...

**plot.ptest:** Plot the results of a fusion test

**pooledS:** Compute the pooled covariance or precision matrix estimate

**print.optPenaltyFusedGrid:** Print and plot functions for fused grid-based...

**print.ptest:** Print and summarize fusion test

**rags2ridges-package:** Ridge estimation for high-dimensional precision matrices

**ridgeP:** Ridge estimation for high-dimensional precision matrices

**ridgePathS:** Visualize the regularization path

**ridgeP.fused:** Fused ridge estimation

**ridgeS:** Ridge estimation for high-dimensional precision matrices

**rmvnormal:** Multivariate Gaussian simulation

**sparsify:** Determine the support of a partial correlation/precision...

**sparsify.fused:** Determine support of multiple partial correlation/precision...

**symm:** Symmetrize matrix

**Ugraph:** Visualize undirected graph

rags2ridges

rags2ridges/inst

rags2ridges/inst/CITATION

rags2ridges/inst/NEWS.Rd

rags2ridges/inst/RAGS.png

rags2ridges/tests

rags2ridges/tests/testthat.R

rags2ridges/tests/testthat

rags2ridges/tests/testthat/test-isSymmetricPD.R

rags2ridges/tests/testthat/test-armaRidgeP.fused.R

rags2ridges/tests/testthat/test-xfcvl.R

rags2ridges/tests/testthat/test-default.penalty.R

rags2ridges/tests/testthat/reference-values.R

rags2ridges/tests/testthat/test-pooledS.R

rags2ridges/tests/testthat/test-armaRidgeP.R

rags2ridges/tests/testthat/test-fusedUpdateX.R

rags2ridges/src

rags2ridges/src/Makevars

rags2ridges/src/rags2ridges.cpp

rags2ridges/src/Makevars.win

rags2ridges/src/RcppExports.cpp

rags2ridges/NAMESPACE

rags2ridges/R

rags2ridges/R/rags2ridgesMisc.R
rags2ridges/R/rags2ridgesFused.R
rags2ridges/R/RcppExports.R
rags2ridges/R/rags2ridges.R
rags2ridges/README.md

rags2ridges/MD5

rags2ridges/DESCRIPTION

rags2ridges/man

rags2ridges/man/default.target.fused.Rd
rags2ridges/man/loss.Rd
rags2ridges/man/getKEGGPathway.Rd
rags2ridges/man/GGMblockNullPenalty.Rd
rags2ridges/man/ridgeS.Rd
rags2ridges/man/NLL.Rd
rags2ridges/man/covML.Rd
rags2ridges/man/kegg.target.Rd
rags2ridges/man/edgeHeat.Rd
rags2ridges/man/optPenalty.LOOCV.Rd
rags2ridges/man/fused.test.Rd
rags2ridges/man/createS.Rd
rags2ridges/man/GGMpathStats.fused.Rd
rags2ridges/man/GGMpathStats.Rd
rags2ridges/man/Ugraph.Rd
rags2ridges/man/GGMnetworkStats.Rd
rags2ridges/man/print.optPenaltyFusedGrid.Rd
rags2ridges/man/is.Xlist.Rd
rags2ridges/man/pcor.Rd
rags2ridges/man/symm.Rd
rags2ridges/man/print.ptest.Rd
rags2ridges/man/covMLknown.Rd
rags2ridges/man/default.target.Rd
rags2ridges/man/evaluateSfit.Rd
rags2ridges/man/GGMblockTest.Rd
rags2ridges/man/pooledS.Rd
rags2ridges/man/conditionNumberPlot.Rd
rags2ridges/man/evaluateS.Rd
rags2ridges/man/isSymmetricPD.Rd
rags2ridges/man/armaRidgeP.Rd
rags2ridges/man/ridgePathS.Rd
rags2ridges/man/GGMnetworkStats.fused.Rd
rags2ridges/man/sparsify.Rd
rags2ridges/man/rmvnormal.Rd
rags2ridges/man/ridgeP.fused.Rd
rags2ridges/man/rags2ridges-package.Rd
rags2ridges/man/fullMontyS.Rd
rags2ridges/man/KLdiv.fused.Rd
rags2ridges/man/plot.ptest.Rd
rags2ridges/man/sparsify.fused.Rd
rags2ridges/man/GGMmutualInfo.Rd
rags2ridges/man/KLdiv.Rd
rags2ridges/man/default.penalty.Rd
rags2ridges/man/ridgeP.Rd
rags2ridges/man/adjacentMat.Rd
rags2ridges/man/optPenalty.LOOCVauto.Rd
rags2ridges/man/optPenalty.fused.Rd
rags2ridges/man/CNplot.Rd
rags2ridges/man/optPenalty.aLOOCV.Rd
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