rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices
A graphical model is an undirected network representing the conditional independence properties between random variables. Graphical modeling has become part and parcel of systems or network approaches to multivariate data, in particular when the variable dimension exceeds the observation dimension....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2022-05-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/4212 |