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gicf  

Penalised Likelihood Estimation of a Covariance Matrix
View on CRAN: Click here


Download and install gicf package within the R console
Install from CRAN:
install.packages("gicf")

Install from Github:
library("remotes")
install_github("cran/gicf")

Install by package version:
library("remotes")
install_version("gicf", "1.0.1")



Attach the package and use:
library("gicf")
Maintained by
Luca Cibinel
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-05-16
Latest Update: 2025-05-16
Description:
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>.
How to cite:
Luca Cibinel (2025). gicf: Penalised Likelihood Estimation of a Covariance Matrix. R package version 1.0.1, https://cran.r-project.org/web/packages/gicf. Accessed 04 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:44), 1.0 (2025-05-16 11:00)
Other packages that cited gicf R package
View gicf citation profile
Other R packages that gicf depends, imports, suggests or enhances
Complete documentation for gicf
Functions, R codes and Examples using the gicf R package
Full gicf package functions and examples
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