Proper L2penalized ML estimators for the precision matrix as well as supporting functions to employ these estimators in a graphical modeling setting.
Package details 


Author  Carel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut] 
Maintainer  Carel F.W. Peeters <[email protected]> 
License  GPL (>= 2) 
Version  2.2 
URL  http://www.bigstatistics.nl/carelfwpeeters 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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