GGMridge

Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation

CRAN Package

Estimation of partial correlation matrix using ridge penalty followed by thresholding and reestimation. Under multivariate Gaussian assumption, the matrix constitutes an Gaussian graphical model (GGM).

  • Version1.4
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release11/24/2023

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  • Depends4 packages
  • Reverse Imports2 packages