The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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>.

Version: 1.0
Imports: Rcpp (≥ 1.0.12), stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: mvtnorm
Published: 2025-05-16
DOI: 10.32614/CRAN.package.gicf
Author: Luca Cibinel [cre, aut], Alberto Roverato ORCID iD [aut], Veronica Vinciotti ORCID iD [aut], Michael Fop ORCID iD [ctb], Mathias Drton ORCID iD [ctb]
Maintainer: Luca Cibinel <lcibinel at gmail.com>
License: GPL-3
NeedsCompilation: yes
CRAN checks: gicf results

Documentation:

Reference manual: gicf.pdf

Downloads:

Package source: gicf_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: gicf_1.0.zip, r-oldrel: not available
macOS binaries: r-release (arm64): gicf_1.0.tgz, r-oldrel (arm64): gicf_1.0.tgz, r-release (x86_64): gicf_1.0.tgz, r-oldrel (x86_64): gicf_1.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=gicf to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.