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 [aut], Veronica Vinciotti [aut], Michael Fop [ctb], Mathias Drton [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: gicf_1.0.zip, r-release: gicf_1.0.zip, r-oldrel: gicf_1.0.zip 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.
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