Hi
This normalisation isn't directly part of the actual L2 regularisation - it is
just setting the overall scaling of the covariance matrix, so that the effect
of choice of regularisation parameter is not dependent on the overall scaling
of the original data.
The scaling is just the RMS of
Hi pals,
I have a question about the way partial correlations were estimated for the
megatrawl using FSLnets. Going through the 'ridgep' section of
nets_netmats.m, it looks like the covariance matrix for each subject is
normalized by the square root of the mean of the variances squared - yes,
no,
