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 formSoftware

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 languageEnglish
PublisherWageningen University & Research
Media of outputOnline
Publication statusPublished - 2023

Cite this