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

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

Mathematical and Statistical Methods - Biometris

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.

Original language	English
Publisher	Wageningen University & Research
Media of output	Online
Publication status	Published - 1 May 2022

Access to Document

https://CRAN.R-project.org/package=rags2ridgesLicence: 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
6 Citations (Scopus)

Cite this

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

abstract = "Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting.",

author = "C.F.W. Peeters and A.E. Bilgrau and {van Wieringen}, W.N.",

year = "2022",

month = may,

day = "1",

language = "English",

publisher = "Wageningen University & Research",

address = "Netherlands",

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TY - ADVS

T1 - rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data

T2 - R package version 2.2.6.

AU - Peeters, C.F.W.

AU - Bilgrau, A.E.

AU - van Wieringen, W.N.

PY - 2022/5/1

Y1 - 2022/5/1

N2 - Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting.

AB - Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting.

M3 - Software

PB - Wageningen University & Research

ER -

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

Abstract

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Research output

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

Cite this