CFWP/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.

Getting started

Package details

AuthorCarel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]
MaintainerCarel F.W. Peeters <[email protected]>
LicenseGPL (>= 2)
Version2.2
URL http://www.bigstatistics.nl/carel-fw-peeters
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("CFWP/rags2ridges")
CFWP/rags2ridges documentation built on Sept. 23, 2017, 6:38 a.m.