# Ridge-Type Penalized Estimation of a Potpourri of Models

## Documentation for package ‘porridge’ version 0.3.2

- 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.