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rags2ridges  

Ridge Estimation of Precision Matrices from High-Dimensional Data
View on CRAN: Click here


Download and install rags2ridges package within the R console
Install from CRAN:
install.packages("rags2ridges")

Install from Github:
library("remotes")
install_github("cran/rags2ridges")

Install by package version:
library("remotes")
install_version("rags2ridges", "2.2.7")



Attach the package and use:
library("rags2ridges")
Maintained by
Carel F.W. Peeters
[Scholar Profile | Author Map]
First Published: 2014-03-07
Latest Update: 2022-05-01
Description:
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.
How to cite:
Carel F.W. Peeters (2014). rags2ridges: Ridge Estimation of Precision Matrices from High-Dimensional Data. R package version 2.2.7, https://cran.r-project.org/web/packages/rags2ridges. Accessed 17 Apr. 2025.
Previous versions and publish date:
1.1 (2014-03-07 14:50), 1.2 (2014-05-06 13:19), 1.3 (2014-08-06 12:31), 1.4 (2014-11-27 12:47), 2.0 (2015-10-15 15:52), 2.1.1 (2016-08-18 16:31), 2.1 (2016-08-12 12:53), 2.2.1 (2019-03-19 14:20), 2.2.2 (2019-12-17 11:40), 2.2.3 (2020-08-28 09:50), 2.2.4 (2020-12-08 11:20), 2.2.5 (2021-06-07 18:20), 2.2.6 (2022-05-01 16:40), 2.2 (2017-04-13 23:53)
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Complete documentation for rags2ridges
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