rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data
Version 2.2

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]
Date of publication2017-04-13 21:53:10 UTC
MaintainerCarel F.W. Peeters <[email protected]>
LicenseGPL (>= 2)
URL http://www.bigstatistics.nl/carel-fw-peeters
Package repositoryView on CRAN
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rags2ridges documentation built on May 29, 2017, 11:36 a.m.