GGMridge
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Software:1352630
swMATH42283CRANGGMridgeMaRDI QIDQ1352630
Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation
Last update: 24 November 2023
Copyright license: GNU General Public License, version 2.0
Software version identifier: 1.2, 1.1, 1.3, 1.4
Source code repository: https://github.com/cran/GGMridge
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).
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