rags2ridges: A One-Stop-ℓ2-Shop for Graphical Modeling of High-Dimensional Precision Matrices

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....

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Bibliographic Details
Main Authors: Carel F. W. Peeters, Anders Ellern Bilgrau, Wessel N. van Wieringen
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2022-05-01
Series:Journal of Statistical Software
Subjects:
graphical modeling
high-dimensional data
networks
regularization
r
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/4212

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