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>.
Version: 1.0
Date: 2025-04-16
Authors@R: 
    c(
    person("Luca", "Cibinel", email = "lcibinel@gmail.com", role = c("cre", "aut")),
    person("Alberto", "Roverato", role = "aut", comment = c(ORCID = "0000-0001-7984-3593")),
    person("Veronica", "Vinciotti", role = "aut", comment = c(ORCID = "0000-0002-2625-7977")),
    person("Michael", "Fop", role = "ctb", comment = c(ORCID = "0000-0003-3936-2757")),
    person("Mathias", "Drton", role = "ctb", comment = c(ORCID = "0000-0001-5614-3025"))
    )
Author: Luca Cibinel [cre, aut],
  Alberto Roverato [aut] (ORCID: <https://orcid.org/0000-0001-7984-3593>),
  Veronica Vinciotti [aut] (ORCID:
    <https://orcid.org/0000-0002-2625-7977>),
  Michael Fop [ctb] (ORCID: <https://orcid.org/0000-0003-3936-2757>),
  Mathias Drton [ctb] (ORCID: <https://orcid.org/0000-0001-5614-3025>)
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: 2025-05-13 22:38:24 UTC; lcibi
Repository: CRAN
Date/Publication: 2025-05-16 09:00:02 UTC
