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rags2ridges (version 1.1)

Ridge Estimation of Precision Matrices from High-Dimensional Data

Description

Package contains proper L2-penalized ML estimators for the precision matrix as well as supporting functions to employ these estimators in a graphical modeling setting.

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Version

Install

install.packages('rags2ridges')

Monthly Downloads

1,013

Version

1.1

License

GPL (>= 2)

Maintainer

Carel FW Peeters

Last Published

March 7th, 2014

Functions in rags2ridges (1.1)

edgeHeat

Visualize (precision) matrix as a heatmap

rags2ridges-package

Ridge estimation for high-dimensional precision matrices

symm

Symmetrize matrix

adjacentMat

Transform real matrix into an adjacency matrix

optPenaltyCV

Select optimal penalty parameter by leave-one-out cross-validation

ridgeS

Ridge estimation for high-dimensional precision matrices

loss

Evaluate regularized precision under various loss functions

sparsify

Determine the support of a partial correlation/precision matrix

Ugraph

Visualize undirected graph

pcor

Compute partial correlation matrix or standardized precision matrix