Ridge Estimation of Precision Matrices from High-Dimensional Data


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Documentation for package ‘rags2ridges’ version 1.1

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rags2ridges-package Ridge estimation for high-dimensional precision matrices
adjacentMat Transform real matrix into an adjacency matrix
edgeHeat Visualize (precision) matrix as a heatmap
loss Evaluate regularized precision under various loss functions
optPenaltyCV Select optimal penalty parameter by leave-one-out cross-validation
pcor Compute partial correlation matrix or standardized precision matrix
rags2ridges Ridge estimation for high-dimensional precision matrices
ridgeS Ridge estimation for high-dimensional precision matrices
sparsify Determine the support of a partial correlation/precision matrix
symm Symmetrize matrix
Ugraph Visualize undirected graph