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

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

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