swMATH25630CRANrags2ridgesMaRDI QIDQ37368FDOQ37368
Ridge Estimation of Precision Matrices from High-Dimensional Data
Anders Ellern Bilgrau, Wessel N. van Wieringen, Carel F. W. Peeters
Last update: 14 October 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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
Official website: https://cran.r-project.org/web/packages/rags2ridges/index.html
Source code repository: https://github.com/cran/rags2ridges
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.
Cited In (10)
- Ridge estimation of inverse covariance matrices from high-dimensional data
- Targeted fused ridge estimation of inverse covariance matrices from multiple high-dimensional data classes
- breastCancerUPP
- breastCancerUNT
- breastCancerTRANSBIG
- breastCancerMAINZ
- RSpectra
- ragt2ridges
- cgdsr
- The spectral condition number plot for regularization parameter evaluation
This page was built for software: rags2ridges
