Ridge-Type Penalized Estimation of a Potpourri of Models

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Documentation for package ‘porridge’ version 0.3.3

• DESCRIPTION file.
• Package NEWS.

Help Pages

porridge-package	Ridge-Type Penalized Estimation of a Potpourri of Models.
genRidgePenaltyMat	Penalty parameter matrix for generalized ridge regression.
makeFoldsGLMcv	Generate folds for cross-validation of generalized linear models.
optPenaltyGGMmixture.kCVauto	Automatic search for optimal penalty parameter (mixture of GGMs).
optPenaltyGLM.kCVauto	Automatic search for optimal penalty parameters of the targeted ridge GLM estimator.
optPenaltyGLMmultiT.kCVauto	Automatic search for optimal penalty parameters of the targeted ridge GLM estimator.
optPenaltyPgen.kCVauto.banded	Automatic search for optimal penalty parameter (generalized ridge precision).
optPenaltyPgen.kCVauto.groups	Automatic search for optimal penalty parameter (generalized ridge precision).
optPenaltyPmultiT.kCVauto	Automatic search for optimal penalty parameter (ridge precision with multi-targets).
optPenaltyPrep.kCVauto	Automatic search for optimal penalty parameters (for precision estimation of data with replicates).
optPenaltyPrepEdiag.kCVauto	Automatic search for optimal penalty parameters (for precision estimation of data with replicates).
porridge	Ridge-Type Penalized Estimation of a Potpourri of Models.
ridgeGGMmixture	Ridge penalized estimation of a mixture of GGMs.
ridgeGLM	Ridge estimation of generalized linear models.
ridgeGLMdof	Degrees of freedom of the generalized ridge estimator.
ridgeGLMmultiT	Multi-targeted ridge estimation of generalized linear models.
ridgePgen	Ridge estimation of the inverse covariance matrix with element-wise penalization and shrinkage.
ridgePgen.kCV	K-fold cross-validated loglikelihood of ridge precision estimator.
ridgePgen.kCV.banded	K-fold cross-validated loglikelihood of ridge precision estimator for banded precisions.
ridgePgen.kCV.groups	K-fold cross-validated loglikelihood of ridge precision estimator with group-wise penalized variates.
ridgePmultiT	Ridge estimation of the inverse covariance matrix with multi-target shrinkage.
ridgePrep	Ridge penalized estimation of the precision matrix from data with replicates.
ridgePrepEdiag	Ridge penalized estimation of the precision matrix from data with replicates.