rags2ridges

cranv2.2.9

Ridge Estimation of Precision Matrices from High-Dimensional Data. 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) <doi:10.18637/jss.v102.i04> and associated publications.

License GPL (>= 2)0 versions1 maintainers18 deps143 weekly dl
CFWP/rags2ridges
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15/25
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3/20
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First published · 2025-12-01 17:00:38

Last updated · 2025-12-01T15:50:09+00:00