porridge: Ridge-Type Penalized Estimation of a Potpourri of Models

The name of the package is derived from the French, 'pour' ridge, and provides functionality for ridge-type estimation of a potpourri of models. Currently, this estimation concerns that of various Gaussian graphical models from different study designs. Among others it considers the regular Gaussian graphical model and a mixture of such models. The porridge-package implements the estimation of the former either from i) data with replicated observations by penalized loglikelihood maximization using the regular ridge penalty on the parameters (van Wieringen, Chen, 2021, <doi:10.1002/sim.9028>) or ii) from non-replicated data by means of either a ridge estimator with multiple shrinkage targets (as presented in van Wieringen et al. 2020, <doi:10.1016/j.jmva.2020.104621>) or the generalized ridge estimator that allows for both the inclusion of quantitative and qualitative prior information on the precision matrix via element-wise penalization and shrinkage (van Wieringen, 2019, <doi:10.1080/10618600.2019.1604374>). Additionally, the porridge-package facilitates the ridge penalized estimation of a mixture of Gaussian graphical models (Aflakparast et al., 2018, <doi:10.1002/bimj.201700102>).

Version: 0.3.0
Depends: R (≥ 2.15.1)
Imports: MASS, Matrix, stats, mvtnorm, Rcpp, methods
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-01-08
Author: Wessel N. van Wieringen [aut, cre], Mehran Aflakparast [ctb] (part of the R-code of the mixture functionality)
Maintainer: Wessel N. van Wieringen <w.vanwieringen at vumc.nl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.few.vu.nl/~wvanwie/
NeedsCompilation: yes
Citation: porridge citation info
Materials: NEWS
CRAN checks: porridge results

Documentation:

Reference manual: porridge.pdf

Downloads:

Package source: porridge_0.3.0.tar.gz
Windows binaries: r-devel: porridge_0.3.0.zip, r-devel-UCRT: porridge_0.3.0.zip, r-release: porridge_0.3.0.zip, r-oldrel: porridge_0.3.0.zip
macOS binaries: r-release (arm64): porridge_0.3.0.tgz, r-release (x86_64): porridge_0.3.0.tgz, r-oldrel: porridge_0.2.1.tgz
Old sources: porridge archive

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