gips: Gaussian Model Invariant by Permutation Symmetry
Find the permutation symmetry group such that the covariance matrix of the given data is approximately invariant under it. Discovering such a permutation decreases the number of observations needed to fit a Gaussian model, which is of great use when it is smaller than the number of variables. Even if that is not the case, the covariance matrix found with 'gips' approximates the actual covariance with less statistical error. The methods implemented in this package are described in Graczyk et al. (2022) <doi:10.1214/22-AOS2174>.
| Version: | 1.2.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | numbers, permutations, rlang (≥ 0.4.10), utils |
| Suggests: | DAAG, dplyr, ggplot2, graphics, hash, HSAUR2, knitr, MASS (≥ 7.3-39), mvtnorm, rmarkdown, spelling, stringi, testthat (≥ 3.0.0), tibble, tidyr, withr |
| Published: | 2023-08-12 |
| Author: | Adam Przemysław Chojecki [aut, cre],
Paweł Morgen [aut],
Bartosz Kołodziejek
 [aut] |
| Maintainer: | Adam Przemysław Chojecki <adam.prze.choj at gmail.com> |
| BugReports: | https://github.com/PrzeChoj/gips/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/PrzeChoj/gips, https://przechoj.github.io/gips/ |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | gips results |
Documentation:
| Reference manual: | gips.pdf |
| Vignettes: |
Optimizers Theory gips |
Downloads:
| Package source: | gips_1.2.1.tar.gz |
| Windows binaries: | r-devel: gips_1.2.1.zip, r-release: gips_1.2.1.zip, r-oldrel: gips_1.2.1.zip |
| macOS binaries: | r-release (arm64): gips_1.2.1.tgz, r-oldrel (arm64): gips_1.2.1.tgz, r-release (x86_64): gips_1.2.1.tgz, r-oldrel (x86_64): gips_1.2.1.tgz |
| Old sources: | gips archive |
Linking:
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