rags2ridges

MaRDI QIDQ37368swMATHCRANFDO

Authors Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen

Last update 1 December 2025

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2.2.6, 1.1, 1.2, 1.3, 1.4, 2.0, 2.1.1, 2.1, 2.2.1, 2.2.2, 2.2.3, 2.2.4, 2.2.5, 2.2, 2.2.7, PACKAGES.rds, 2.2.8, 2.2.9

Official website https://cran.r-project.org/web/packages/rags2ridges/index.html

Source code repository https://github.com/cran/rags2ridges

Description

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.

Cites work

• rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices

Cited in

(10)

• Ridge estimation of inverse covariance matrices from high-dimensional data
• breastCancerUPP
• breastCancerUNT
• breastCancerTRANSBIG
• breastCancerMAINZ
• RSpectra
• ragt2ridges
• cgdsr
• Targeted fused ridge estimation of inverse covariance matrices from multiple high-dimensional data classes
• The spectral condition number plot for regularization parameter evaluation

This page was built for software: rags2ridges