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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 ORCID iD [cre, aut], Alberto Roverato ORCID iD [aut], Veronica Vinciotti ORCID iD [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:

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.
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