CFWP/rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data
Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details, see Peeters, Bilgrau, & van Wieringen (2022) <doi:10.18637/jss.v102.i04> and associated publications.
Getting started
Browse package contents
Package details |
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| Maintainer | Carel F.W. Peeters <carel.peeters@wur.nl> |
| License | GPL (>= 2) |
| Version | 2.2.7 |
| URL | https://cfwp.github.io/rags2ridges/ https://github.com/CFWP/rags2ridges |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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