Ridge Estimation of Precision Matrices from High-Dimensional
Data
Carel F.W. Peeters, Wessel N. van Wieringen
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.
stats, expm, GeneNet, reshape, ggplot2, igraph

stats, expm, reshape, ggplot2, igraph, Hmisc

igraph, stats, expm, reshape, ggplot2, Hmisc, fdrtool,
snowfall

Carel F.W. Peeters [cre, aut], Anders Ellern Bilgrau [aut], Wessel N. van Wieringen [aut]
Proper L2-penalized ML estimators for the
precision matrix as well as supporting functions to employ these estimators
in a graphical modeling setting.
igraph, stats, methods, expm, reshape, ggplot2, Hmisc,
fdrtool, snowfall, sfsmisc, utils, grDevices, graphics

igraph, stats, methods, expm, reshape, ggplot2, Hmisc,
fdrtool, snowfall, sfsmisc, utils, grDevices, graphics, gRbase,
RBGL, graph, Rcpp, RSpectra

Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details see van Wieringen & Peeters (2016) <doi:10.1016/j.csda.2016.05.012> and associated publications.

c(
person(given = c("Carel", "F.W."),
family = "Peeters",
email = "carel.peeters@wur.nl",
role = c("aut", "cre", "cph"),
comment = c(ORCID = "0000-0001-5766-9969")),
person(given = c("Anders", "Ellern"),
family = "Bilgrau",
role = c("aut", "cph"),
email = "anders.ellern.bilgrau@gmail.com",
comment = c(ORCID = "0000-0001-9875-2902")),
person(given = c("Wessel", "N."),
family = "van Wieringen",
role = c("aut"),
comment = c(ORCID = "0000-0002-5100-9123"))
)
Proper L2-penalized maximum likelihood estimators for precision
matrices and supporting functions to employ these estimators in a graphical
modeling setting. For details see van Wieringen & Peeters (2016)
<doi:10.1016/j.csda.2016.05.012> and associated publications.
Carel F.W. Peeters [aut, cre, cph]
(<https://orcid.org/0000-0001-5766-9969>),
Anders Ellern Bilgrau [aut, cph]
(<https://orcid.org/0000-0001-9875-2902>),
Wessel N. van Wieringen [aut] (<https://orcid.org/0000-0002-5100-9123>)