rags2ridges2.2.8 package

Ridge Estimation of Precision Matrices from High-Dimensional Data

adjacentMat

Transform real matrix into an adjacency matrix

CNplot

Visualize the spectral condition number against the regularization par...

Communities

Search and visualize community-structures

conditionNumberPlot

Visualize the spectral condition number against the regularization par...

covML

Maximum likelihood estimation of the covariance matrix

covMLknown

Maximum likelihood estimation of the covariance matrix with assumption...

createS

Simulate sample covariances or datasets

default.penalty

Construct commonly used penalty matrices

default.target.fused

Generate data-driven targets for fused ridge estimation

default.target

Generate a (data-driven) default target for usage in ridge-type shrink...

DiffGraph

Visualize the differential graph

dot-armaRidgeP

Core ridge precision estimators

edgeHeat

Visualize (precision) matrix as a heatmap

evaluateS

Evaluate numerical properties square matrix

evaluateSfit

Visual inspection of the fit of a regularized precision matrix

fullMontyS

Wrapper function

fused.test

Test the necessity of fusion

getKEGGPathway

Download KEGG pathway

GGMblockNullPenalty

Generate the distribution of the penalty parameter under the null hypo...

GGMblockTest

Test for block-indepedence

GGMmutualInfo

Mutual information between two sets of variates within a multivariate ...

GGMnetworkStats.fused

Gaussian graphical model network statistics

GGMnetworkStats

Gaussian graphical model network statistics

GGMpathStats.fused

Fused gaussian graphical model node pair path statistics

GGMpathStats

Gaussian graphical model node pair path statistics

is.Xlist

Test if fused list-formats are correctly used

isSymmetricPD

Test for symmetric positive (semi-)definiteness

kegg.target

Construct target matrix from KEGG

KLdiv.fused

Fused Kullback-Leibler divergence for sets of distributions

KLdiv

Kullback-Leibler divergence between two multivariate normal distributi...

loss

Evaluate regularized precision under various loss functions

momentS

Moments of the sample covariance matrix.

NLL

Evaluate the (penalized) (fused) likelihood

optPenalty.aLOOCV

Select optimal penalty parameter by approximate leave-one-out cross-va...

optPenalty.fused

Identify optimal ridge and fused ridge penalties

optPenalty.kCV

Select optimal penalty parameter by KK-fold cross-validation

optPenalty.kCVauto

Automatic search for optimal penalty parameter

optPenalty.LOOCV

Select optimal penalty parameter by leave-one-out cross-validation

optPenalty.LOOCVauto

Automatic search for optimal penalty parameter

pcor

Compute partial correlation matrix or standardized precision matrix

plot.ptest

Plot the results of a fusion test

pooledS

Compute the pooled covariance or precision matrix estimate

print.optPenaltyFusedGrid

Print and plot functions for fused grid-based cross-validation

print.ptest

Print and summarize fusion test

pruneMatrix

Prune square matrix to those variables having nonzero entries

rags2ridges-package

Ridge estimation for high-dimensional precision matrices

ridgeP.fused

Fused ridge estimation

ridgeP

Ridge estimation for high-dimensional precision matrices

ridgePathS

Visualize the regularization path

ridgeS

Ridge estimation for high-dimensional precision matrices

rmvnormal

Multivariate Gaussian simulation

sparsify.fused

Determine support of multiple partial correlation/precision matrices

sparsify

Determine the support of a partial correlation/precision matrix

symm

Symmetrize matrix

Ugraph

Visualize undirected graph

Union

Subset 2 square matrices to union of variables having nonzero entries

Proper L2-penalized maximum likelihood estimators for precision matrices and supporting functions to employ these estimators in a graphical modeling setting. For details, see Peeters, Bilgrau, & van Wieringen (2022) <doi:10.18637/jss.v102.i04> and associated publications.

  • Maintainer: Carel F.W. Peeters
  • License: GPL (>= 2)
  • Last published: 2025-08-29