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 van Wieringen & Peeters (2016) <doi:10.1016/j.csda.2016.05.012> and associated publications.

Package details

AuthorCarel F.W. Peeters [aut, cre, cph] (<https://orcid.org/0000-0001-5766-9969>), Anders Ellern Bilgrau [aut, cph] (<https://orcid.org/0000-0001-9875-2902>), Wessel N. van Wieringen [aut] (<https://orcid.org/0000-0002-5100-9123>)
MaintainerCarel F.W. Peeters <carel.peeters@wur.nl>
LicenseGPL (>= 2)
URL https://cfwp.github.io/rags2ridges/ https://github.com/CFWP/rags2ridges
Package repositoryView on CRAN
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rags2ridges documentation built on June 7, 2021, 5:08 p.m.