rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data

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
URLs

View on CRAN

Man pages

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

Files in this package

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