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.

AuthorCarel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]
Date of publication2016-08-18 16:31:38
MaintainerCarel F.W. Peeters <cf.peeters@vumc.nl>
LicenseGPL (>= 2)
Version2.1.1
http://www.bigstatistics.nl/carel-fw-peeters

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

Functions

adjacentMat Man page
armaRidgeP Man page
.armaRidgeP Man page
armaRidgePAnyTarget Man page
.armaRidgePAnyTarget Man page
armaRidgePScalarTarget Man page
.armaRidgePScalarTarget Man page
CNplot 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
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
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.LOOCV Man page
optPenalty.LOOCVauto 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
rags2ridges Man page
rags2ridges-package Man page
ridgeP Man page
ridgePathS Man page
ridgeP.fused Man page
ridgeS Man page
rmvnormal Man page
sparsify Man page
sparsify.fused Man page
summary.ptest Man page
symm Man page
Ugraph Man page

Files

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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