Introduction to rags2ridges10 months ago
Getting started | Package installation | Small theoretical primer and package usage | The penalty parameter | The target matrix | Gaussian graphical modeling and post processing | What is so interesting with the precision matrix anyway? I'm always interested in correlations and thus the correlation matrix. | OK, but what is graphical about the graphical ridge estimate? | Graphical ridge estimation? Why not graphical Lasso? | How do I select the edges then? | Concluding remarks | References