cran. To fix this you can add URL: https://cran.r-universe.dev/gicf to the package DESCRIPTION file. See also theR-universe documentation.Package: gicf 1.0.1
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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:591ba28a8f. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 115 | ||
| linux-devel-x86_64 | OK | 109 | ||
| source / vignettes | OK | 225 | ||
| linux-release-arm64 | OK | 107 | ||
| linux-release-x86_64 | OK | 113 | ||
| wasm-release | OK | 2766 |
Exports:gcgmloglikgicfkappamaxlambdamax
Dependencies:RcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Penalised Likelihood Estimation of a Covariance Matrix | gicf-package |
| Gaussian Covariance Graphical Model Loglikelihood function | gcgmloglik |
| Penalised maximum likelihood covariance matrix estimation | gicf |
| Maximum effective range of regularisation parameters | Hyperparameters kappamax lambdamax |
