rags2ridges 2.1 on CRAN
Get ridge or die tryin'
Version 2.1 of the rags2ridges software
has been submitted to
CRAN.
rags2ridges
is an R package that performs ridge estimation of
precision matrices
from high-dimensional data.
It contains many supporting functions to employ
these estimators in a graphical
modeling (i.e., network inference) setting.