rags2ridges

Ridge Estimation of Precision Matrices from High-Dimensional Data

CRAN Package

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.


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