Gaussian Graphical Models Using Ridge Penalty Followed by Thresholding and Reestimation

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).


Reference manual

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1.1 by Shannon Holloway, 6 years ago

Browse source code at

Authors: Min Jin Ha [aut, cre] , Shannon Holloway [ctb]

Documentation:   PDF Manual  

GPL-2 license

Depends on mvtnorm, MASS, stats, graphics, methods

Imported by iDINGO.

See at CRAN