GGMridge (Q1352630)
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Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GGMridge |
Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation |
Statements
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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