ragt2ridges-package: Ridge Estimation of Vector Auto-Regressive (VAR) Processes

Description Details Note Author(s) References See Also


Ridge maximum likelihood estimation of vector auto-regressive processes and supporting functions for their exploitation. Currently, it includes:

Future versions aim to include more functionality for time-series models.

The ragt2ridges-package is a sister-package to the rags2ridges-package, augmenting the latter 'base' package with functionality for time-course studies. Being its sibling ragt2ridges mimicks rags2ridges in the function names (compare e.g. ridgeP to ridgeVAR1).


Package: ragt2ridges
Type: Package
Version: 0.3.0
Date: 2017-11-02
License: GPL (>= 2)


The (R)cpp-code of ragt2ridges includes parts of the Rcpp-module of rags2ridges, for it is currently impossible to import this directly.


Wessel N. van Wieringen <[email protected]>


Miok, V., Wilting, S.M., Van Wieringen, W.N. (2017), "Ridge estimation of the VAR(1) model and its time series chain graph from multivariate time-course omics data", Biometrical Journal, 59(1), 172-191.

Miok, V., Wilting, S.M., Van Wieringen, W.N. (2017), "Ridge estimation of network models from time-course omics data", submitted.

See Also

The rags2ridges-package.

ragt2ridges documentation built on Nov. 21, 2017, 5:06 p.m.