Package: gicf
Type: Package
Title: Penalised Likelihood Estimation of a Covariance Matrix
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>. 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
Date: 2025-08-21
Authors@R: 
    c(
    person("Luca", "Cibinel", email = "lcibinel@gmail.com", role = c("cre", "aut"), comment = c(ORCID = "0009-0009-1274-8327")),
    person("Alberto", "Roverato", role = "aut", comment = c(ORCID = "0000-0001-7984-3593")),
    person("Veronica", "Vinciotti", role = "aut", comment = c(ORCID = "0000-0002-2625-7977"))
    )
Author: Luca Cibinel [cre, aut] (ORCID:
    <https://orcid.org/0009-0009-1274-8327>),
  Alberto Roverato [aut] (ORCID: <https://orcid.org/0000-0001-7984-3593>),
  Veronica Vinciotti [aut] (ORCID:
    <https://orcid.org/0000-0002-2625-7977>)
Maintainer: Luca Cibinel <lcibinel@gmail.com>
License: GPL-3
Imports: Rcpp (>= 1.0.12), stats
Suggests: mvtnorm
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.3.2
Encoding: UTF-8
NeedsCompilation: yes
Packaged: 2025-08-22 07:56:11 UTC; lucaci
Repository: CRAN
Date/Publication: 2025-08-22 10:10:06 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-26 19:03:43 UTC; unix
Archs: gicf.so.dSYM
