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'.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling source/ R- | gicf_1.0.1.tar.gz |
16.8 KiB |
1.0.1 |
rolling linux/jammy R-4.5 | gicf_1.0.1.tar.gz |
91.0 KiB |
1.0.1 |
rolling linux/noble R-4.5 | gicf_1.0.1.tar.gz |
93.7 KiB |
1.0.1 |
latest source/ R- | gicf_1.0.1.tar.gz |
16.8 KiB |
1.0.1 |
latest linux/jammy R-4.5 | gicf_1.0.1.tar.gz |
91.0 KiB |
1.0.1 |
latest linux/noble R-4.5 | gicf_1.0.1.tar.gz |
93.7 KiB |
1.0.1 |
2026-04-23 source/ R- | gicf_1.0.1.tar.gz |
16.8 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | gicf_1.0.1.zip |
413.3 KiB |