GGMridge: Gaussian graphical models using ridge penalty followed by thresholding and reestimation (R).

TitleGGMridge: Gaussian graphical models using ridge penalty followed by thresholding and reestimation (R).
Publication TypeSoftware
Year of Publication2016
AuthorsHa, Min Jin, and Shannon T. Holloway
Version1.0
Abstract

Estimation of partial correlation matrix using ridge penalty followed by thresholding and reestimation. Under multivariate Gaussian assumption, the matrix constitutes an Gaussian graphical model (GGM).

Original PublicationGGMridge: Gaussian graphical models using ridge penalty followed by thresholding and reestimation (R).
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