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.

Install the latest version of this package by entering the following in R:
install.packages("rags2ridges")
AuthorCarel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]
Date of publication2017-04-13 21:53:10 UTC
MaintainerCarel F.W. Peeters <cf.peeters@vumc.nl>
LicenseGPL (>= 2)
Version2.2
http://www.bigstatistics.nl/carel-fw-peeters

View on CRAN

Man pages

ADdata: R-objects related to metabolomics data on patients with...

adjacentMat: Transform real matrix into an adjacency matrix

armaRidgeP: Core ridge precision estimators

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

Communities: Search and visualize community-structures

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

DiffGraph: Visualize the differential graph

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

momentS: Moments of the sample covariance matrix.

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.kCV: Select optimal penalty parameter by K-fold cross-validation

optPenalty.kCVauto: Automatic search for optimal penalty parameter

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

optPenalty.LOOCVauto: Automatic search for optimal penalty parameter

optPenaltyPchordal: Automatic search for penalty parameter of ridge precision...

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

pruneMatrix: Prune square matrix to those variables having nonzero entries

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

ridgeP: Ridge estimation for high-dimensional precision matrices

ridgePathS: Visualize the regularization path

ridgePchordal: Ridge estimation for high-dimensional precision matrices with...

ridgeP.fused: Fused ridge estimation

ridgePsign: Ridge estimation for high-dimensional precision matrices with...

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...

support4ridgeP: Support of the adjacency matrix to cliques and separators.

symm: Symmetrize matrix

Ugraph: Visualize undirected graph

Union: Subset 2 square matrices to union of variables having nonzero...

Functions

ADdata Man page
adjacentMat Man page
ADmetabolites Man page
armaRidgeP Man page
.armaRidgeP Man page
armaRidgePAnyTarget Man page
.armaRidgePAnyTarget Man page
armaRidgePScalarTarget Man page
.armaRidgePScalarTarget Man page
CNplot Man page
Communities Man page
conditionNumberPlot Man page
covML Man page
covMLknown Man page
createS Man page
default.penalty Man page
default.target Man page
default.target.fused Man page
DiffGraph Man page
edgeHeat Man page
evaluateS Man page
evaluateSfit Man page
fullMontyS Man page
fused.test Man page
getKEGGPathway Man page
GGMblockNullPenalty Man page
GGMblockTest Man page
GGMmutualInfo Man page
GGMnetworkStats Man page
GGMnetworkStats.fused Man page
GGMpathStats Man page
GGMpathStats.fused Man page
hist.ptest Man page
isSymmetricPD Man page
isSymmetricPSD Man page
is.Xlist Man page
kegg.target Man page
KLdiv Man page
KLdiv.fused Man page
loss Man page
momentS Man page
NLL Man page
NLL.fused Man page
optPenalty.aLOOCV Man page
optPenalty.fused Man page
optPenalty.fused.auto Man page
optPenalty.fused.grid Man page
optPenalty.kCV Man page
optPenalty.kCVauto Man page
optPenalty.LOOCV Man page
optPenalty.LOOCVauto Man page
optPenaltyPchordal Man page
pcor Man page
plot.optPenaltyFusedGrid Man page
plot.ptest Man page
PNLL Man page
PNLL.fused Man page
pooledP Man page
pooledS Man page
print.optPenaltyFusedGrid Man page
print.ptest Man page
pruneMatrix Man page
rags2ridges Man page
rags2ridges-package Man page
ridgeP Man page
ridgePathS Man page
ridgePchordal Man page
ridgeP.fused Man page
ridgePsign Man page
ridgeS Man page
rmvnormal Man page
sampleInfo Man page
sparsify Man page
sparsify.fused Man page
summary.ptest Man page
support4ridgeP Man page
symm Man page
Ugraph Man page
Union Man page
variableInfo Man page

Files

inst
inst/CITATION
inst/NEWS.Rd
inst/RAGS.png
inst/include
inst/include/rags2ridges.h
inst/include/rags2ridges_RcppExports.h
tests
tests/testthat.R
tests/testthat
tests/testthat/test-isSymmetricPD.R tests/testthat/test-armaRidgeP.fused.R tests/testthat/test-xfcvl.R tests/testthat/test-default.penalty.R tests/testthat/reference-values.R tests/testthat/test-pooledS.R tests/testthat/test-armaRidgeP.R tests/testthat/test-fusedUpdateX.R
src
src/Makevars
src/rags2ridges.cpp
src/ridgePchordal.h
src/registerDynamicSymbol.c
src/Makevars.win
src/RcppExports.cpp
NAMESPACE
data
data/ADdata.rda
R
R/rags2ridgesDepr.R R/rags2ridgesMisc.R R/rags2ridgesFused.R R/RcppExports.R R/rags2ridgesVariants.r R/rags2ridges.R
README.md
MD5
DESCRIPTION
man
man/default.target.fused.Rd man/loss.Rd man/ridgePchordal.Rd man/support4ridgeP.Rd man/getKEGGPathway.Rd man/GGMblockNullPenalty.Rd man/ridgeS.Rd man/NLL.Rd man/covML.Rd man/kegg.target.Rd man/DiffGraph.Rd man/edgeHeat.Rd man/optPenalty.LOOCV.Rd man/fused.test.Rd man/optPenaltyPchordal.Rd man/createS.Rd man/momentS.Rd man/GGMpathStats.fused.Rd man/GGMpathStats.Rd man/Ugraph.Rd man/pruneMatrix.Rd man/GGMnetworkStats.Rd man/print.optPenaltyFusedGrid.Rd man/is.Xlist.Rd man/pcor.Rd man/ridgePsign.Rd man/symm.Rd man/optPenalty.kCV.Rd man/print.ptest.Rd man/covMLknown.Rd man/default.target.Rd man/evaluateSfit.Rd man/GGMblockTest.Rd man/pooledS.Rd man/conditionNumberPlot.Rd man/Communities.Rd man/evaluateS.Rd man/isSymmetricPD.Rd man/armaRidgeP.Rd man/ADdata.Rd man/ridgePathS.Rd man/GGMnetworkStats.fused.Rd man/sparsify.Rd man/Union.Rd man/rmvnormal.Rd man/ridgeP.fused.Rd man/rags2ridges-package.Rd man/fullMontyS.Rd man/KLdiv.fused.Rd man/plot.ptest.Rd man/sparsify.fused.Rd man/optPenalty.kCVauto.Rd man/GGMmutualInfo.Rd man/KLdiv.Rd man/default.penalty.Rd man/ridgeP.Rd man/adjacentMat.Rd man/optPenalty.LOOCVauto.Rd man/optPenalty.fused.Rd man/CNplot.Rd man/optPenalty.aLOOCV.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.