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'.
| Version: | 1.0.1 |
| Imports: | Rcpp (≥ 1.0.12), stats |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | mvtnorm |
| Published: | 2025-08-22 |
| DOI: | 10.32614/CRAN.package.gicf |
| Author: | Luca Cibinel [cre, aut], Alberto Roverato [aut], Veronica Vinciotti [aut] |
| Maintainer: | Luca Cibinel <lcibinel at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README |
| CRAN checks: | gicf results |
Documentation:
| Reference manual: | gicf.html ,gicf.pdf |
Downloads:
| Package source: | gicf_1.0.1.tar.gz |
| Windows binaries: | r-devel:gicf_1.0.1.zip, r-release:gicf_1.0.1.zip, r-oldrel:gicf_1.0.1.zip |
| macOS binaries: | r-release (arm64):gicf_1.0.1.tgz, r-oldrel (arm64):gicf_1.0.1.tgz, r-release (x86_64):gicf_1.0.1.tgz, r-oldrel (x86_64):gicf_1.0.1.tgz |
| Old sources: | gicf archive |
Linking:
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