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 |
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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 |
| _version_ | 1797813954731311104 |
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| author | Carel F. W. Peeters Anders Ellern Bilgrau Wessel N. van Wieringen |
| author_facet | Carel F. W. Peeters Anders Ellern Bilgrau Wessel N. van Wieringen |
| author_sort | Carel F. W. Peeters |
| collection | DOAJ |
| description | 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. rags2ridges is an R package for graphical modeling of high-dimensional precision matrices through ridge (ℓ2) penalties. It provides a modular framework for the extraction, visualization, and analysis of Gaussian graphical models from high-dimensional data. Moreover, it can handle the incorporation of prior information as well as multiple heterogeneous data classes. As such, it provides a one-stop-ℓ2-shop for graphical modeling of high-dimensional precision matrices. The functionality of the package is illustrated with an example dataset pertaining to blood-based metabolite measurements in persons suffering from Alzheimer's disease. |
| first_indexed | 2024-03-13T08:00:21Z |
| format | Article |
| id | doaj.art-adc574de7b3d4be3971446dfb0891775 |
| institution | Directory Open Access Journal |
| issn | 1548-7660 |
| language | English |
| last_indexed | 2024-03-13T08:00:21Z |
| publishDate | 2022-05-01 |
| publisher | Foundation for Open Access Statistics |
| record_format | Article |
| series | Journal of Statistical Software |
| spelling | doaj.art-adc574de7b3d4be3971446dfb08917752023-06-01T18:48:04ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602022-05-0110213210.18637/jss.v102.i043994rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision MatricesCarel F. W. Peeters0https://orcid.org/0000-0001-5766-9969Anders Ellern Bilgrau1https://orcid.org/0000-0001-9875-2902Wessel N. van Wieringen2https://orcid.org/0000-0002-5100-9123Wageningen University & ResearchAalborg UniversityAmsterdam University Medical Centers & Vrije Universiteit AmsterdamA 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. rags2ridges is an R package for graphical modeling of high-dimensional precision matrices through ridge (ℓ2) penalties. It provides a modular framework for the extraction, visualization, and analysis of Gaussian graphical models from high-dimensional data. Moreover, it can handle the incorporation of prior information as well as multiple heterogeneous data classes. As such, it provides a one-stop-ℓ2-shop for graphical modeling of high-dimensional precision matrices. The functionality of the package is illustrated with an example dataset pertaining to blood-based metabolite measurements in persons suffering from Alzheimer's disease.https://www.jstatsoft.org/index.php/jss/article/view/4212graphical modelinghigh-dimensional datanetworksregularizationr |
| spellingShingle | Carel F. W. Peeters Anders Ellern Bilgrau Wessel N. van Wieringen rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices Journal of Statistical Software graphical modeling high-dimensional data networks regularization r |
| title | rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices |
| title_full | rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices |
| title_fullStr | rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices |
| title_full_unstemmed | rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices |
| title_short | rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices |
| title_sort | rags2ridges a one stop l2 shop for graphical modeling of high dimensional precision matrices |
| topic | graphical modeling high-dimensional data networks regularization r |
| url | https://www.jstatsoft.org/index.php/jss/article/view/4212 |
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