rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data: R package version 2.2.6.

C.F.W. Peeters, A.E. Bilgrau, W.N. van 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.
Original languageEnglish
PublisherWageningen University & Research
Media of outputOnline
Publication statusPublished - 1 May 2022

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