print.RIDGE

<p>Prints RIDGE object and suppresses output if needed.</p>

internal

Estimates a penalized precision matrix via the alternating direction method of multipliers (ADMM) algorithm. It currently supports a general elastic-net penalty that allows for both ridge and lasso-type penalties as special cases. This package is an alternative to the 'glasso' package.
See Boyd et al (2010) <doi:10.1561/2200000016> for details regarding the estimation method.

Matt Galloway

print.RIDGE: Print RIDGE object

Description

Usage

Arguments