Ridge Estimation of Precision Matrices from High-Dimensional Data
Transform real matrix into an adjacency matrix
Visualize the spectral condition number against the regularization par...
Search and visualize community-structures
Visualize the spectral condition number against the regularization par...
Maximum likelihood estimation of the covariance matrix
Maximum likelihood estimation of the covariance matrix with assumption...
Simulate sample covariances or datasets
Construct commonly used penalty matrices
Generate data-driven targets for fused ridge estimation
Generate a (data-driven) default target for usage in ridge-type shrink...
Visualize the differential graph
Core ridge precision estimators
Visualize (precision) matrix as a heatmap
Evaluate numerical properties square matrix
Visual inspection of the fit of a regularized precision matrix
Wrapper function
Test the necessity of fusion
Download KEGG pathway
Generate the distribution of the penalty parameter under the null hypo...
Test for block-indepedence
Mutual information between two sets of variates within a multivariate ...
Gaussian graphical model network statistics
Gaussian graphical model network statistics
Fused gaussian graphical model node pair path statistics
Gaussian graphical model node pair path statistics
Test if fused list-formats are correctly used
Test for symmetric positive (semi-)definiteness
Construct target matrix from KEGG
Fused Kullback-Leibler divergence for sets of distributions
Kullback-Leibler divergence between two multivariate normal distributi...
Evaluate regularized precision under various loss functions
Moments of the sample covariance matrix.
Evaluate the (penalized) (fused) likelihood
Select optimal penalty parameter by approximate leave-one-out cross-va...
Identify optimal ridge and fused ridge penalties
Select optimal penalty parameter by -fold cross-validation
Automatic search for optimal penalty parameter
Select optimal penalty parameter by leave-one-out cross-validation
Automatic search for optimal penalty parameter
Compute partial correlation matrix or standardized precision matrix
Plot the results of a fusion test
Compute the pooled covariance or precision matrix estimate
Print and plot functions for fused grid-based cross-validation
Print and summarize fusion test
Prune square matrix to those variables having nonzero entries
Ridge estimation for high-dimensional precision matrices
Fused ridge estimation
Ridge estimation for high-dimensional precision matrices
Visualize the regularization path
Ridge estimation for high-dimensional precision matrices
Multivariate Gaussian simulation
Determine support of multiple partial correlation/precision matrices
Determine the support of a partial correlation/precision matrix
Symmetrize matrix
Visualize undirected graph
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.