Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7.

C.F.W. Peeters; Anders Ellern Bilgrau; W.N. Wieringen

Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7.

C.F.W. Peeters, Anders Ellern Bilgrau, W.N. Wieringen

Research output: Non-textual form › Software

Abstract

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.

Original language	English
Publisher	Wageningen University & Research
Media of output	Online
Publication status	Published - 2023

Access to Document

https://cran.r-project.org/web/packages/rags2ridges/index.htmlLicence: GNU GPL

1 Article

rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices
Peeters, C. F. W., Bilgrau, A. E. & van Wieringen, W. N., Apr 2022, In: Journal of Statistical Software. 102, 4, p. 1-32
Research output: Contribution to journal › Article › Academic › peer-review

Open Access
12 Citations (Scopus)

Cite this

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title = "Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7.",

abstract = "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) and associated publications.",

author = "C.F.W. Peeters and Bilgrau, \{Anders Ellern\} and W.N. Wieringen",

year = "2023",

language = "English",

publisher = "Wageningen University \& Research",

address = "Netherlands",

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T1 - Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7.

AU - Peeters, C.F.W.

AU - Bilgrau, Anders Ellern

AU - Wieringen, W.N.

PY - 2023

Y1 - 2023

N2 - 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) and associated publications.

AB - 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) and associated publications.

M3 - Software

PB - Wageningen University & Research

ER -

Rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7.

Abstract

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Research output

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

Cite this