Ridge Estimation of Precision Matrices from High-Dimensional Data
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | rags2ridges |
Ridge Estimation of Precision Matrices from High-Dimensional Data |
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14 October 2023
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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.
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expanded from: GPL (≥ 2) (English)
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