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Revision as of 07:13, 4 March 2024

Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation
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GGMridge
Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation

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    1.2
    7 June 2022
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    1.1
    2 February 2016
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    1.3
    1 October 2023
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    1.4
    24 November 2023
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    24 November 2023
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    Estimation of partial correlation matrix using ridge penalty followed by thresholding and reestimation. Under multivariate Gaussian assumption, the matrix constitutes an Gaussian graphical model (GGM).
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