Package: gicf 1.0.1

Luca Cibinel

gicf: Penalised Likelihood Estimation of a Covariance Matrix

Penalised likelihood estimation of a covariance matrix via the ridge-regularised covglasso estimator described in Cibinel et al. (2024) <doi:10.48550/arXiv.2410.02403>. Based on the 'C++' code of the 'R' package 'covglasso' (by Michael Fop, <https://orcid.org/0000-0003-3936-2757>) and the 'R' code of 'icf' (by Mathias Drton, <https://orcid.org/0000-0001-5614-3025>) within the 'R' package 'ggm'.

Authors:Luca Cibinel [cre, aut], Alberto Roverato [aut], Veronica Vinciotti [aut]

gicf_1.0.1.tar.gz
gicf_1.0.1.tar.gz(r-4.7-arm64)gicf_1.0.1.tar.gz(r-4.7-x86_64)gicf_1.0.1.tar.gz(r-4.6-arm64)gicf_1.0.1.tar.gz(r-4.6-x86_64)
gicf_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
gicf/json (API)

# Install 'gicf' in R:
install.packages('gicf', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

1.70 score 1 scripts 499 downloads 4 exports 2 dependencies

Last updated from:591ba28a8f. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK115
linux-devel-x86_64OK109
source / vignettesOK225
linux-release-arm64OK107
linux-release-x86_64OK113
wasm-releaseOK2766

Exports:gcgmloglikgicfkappamaxlambdamax

Dependencies:RcppRcppArmadillo