Description Usage Arguments Details Value Author(s) See Also Examples
View source: R/rags2ridgesVariants.r
Function that calculates the ridge estimators for highdimensional precision matrices with known sign of the offdiagonal precision elements.
1 2  ridgePsign(S, lambda, sign, target = default.target(S), type = "Alt",
method = "nlm", verbose = TRUE, ...)

S 
Sample covariance 
lambda 
A 
sign 
A character indicating the required sign of the offdiagonal elements of ridge precision estimate. Must be either: "pos" (positive) and "neg" (negative). 
target 
A target 
type 
A 
method 
A 
verbose 

... 
Additional arguments passed on to either 
Modified version of the ridgePchordal
function, now the ridge precision matrix estimate has offdiagonal elements equalling zero or of the specified sign.
The estimate is found by solving a constrained estimation problem.
This is done numerically and employs the nlminb
and constrOptim
procedure of R.
These procedures are initiated by the ridge ML precision estimate and its offdiagonal elements with the excluded sign set to (effectively) zero.
The function returns a regularized precision matrix
with offdiagonal elements of specified signed or zero.
W.N. van Wieringen.
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