View source: R/rags2ridgesDepr.R
ridgeS | R Documentation |
This function is now deprecated. Please use ridgeP
instead.
ridgeS(S, lambda, type = "Alt", target = default.target(S))
S |
Sample covariance |
lambda |
A |
type |
A |
target |
A target |
See ridgeP
.
Function returns a regularized precision matrix
.
Carel F.W. Peeters <carel.peeters@wur.nl>, Wessel N. van Wieringen
ridgeP
## Obtain some (high-dimensional) data
p = 25
n = 10
set.seed(333)
X = matrix(rnorm(n*p), nrow = n, ncol = p)
colnames(X)[1:25] = letters[1:25]
Cx <- covML(X)
## Obtain regularized precision matrix
ridgeS(Cx, lambda = 10, type = "Alt")
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