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.

Package details

AuthorCarel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]
MaintainerCarel F.W. Peeters <cf.peeters@vumc.nl>
LicenseGPL (>= 2)
URL https://github.com/CFWP/rags2ridges
Package repositoryView on CRAN
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rags2ridges documentation built on Dec. 18, 2019, 1:49 a.m.