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gips: Gaussian Model Invariant by Permutation Symmetry

Find the permutation symmetry group such that the covariance matrix of the given data is approximately invariant under it. Discovering such a permutation decreases the number of observations needed to fit a Gaussian model, which is of great use when it is smaller than the number of variables. Even if that is not the case, the covariance matrix found with 'gips' approximates the actual covariance with less statistical error. The methods implemented in this package are described in Graczyk et al. (2022) <doi:10.1214/22-AOS2174>.

Version: 1.2.1
Depends: R (≥ 3.5.0)
Imports: numbers, permutations, rlang (≥ 0.4.10), utils
Suggests: DAAG, dplyr, ggplot2, graphics, hash, HSAUR2, knitr, MASS (≥ 7.3-39), mvtnorm, rmarkdown, spelling, stringi, testthat (≥ 3.0.0), tibble, tidyr, withr
Published: 2023-08-12
DOI: 10.32614/CRAN.package.gips
Author: Adam Przemysław Chojecki [aut, cre], Paweł Morgen [aut], Bartosz Kołodziejek ORCID iD [aut]
Maintainer: Adam Przemysław Chojecki <adam.prze.choj at gmail.com>
BugReports: https://github.com/PrzeChoj/gips/issues
License: GPL (≥ 3)
URL: https://github.com/PrzeChoj/gips, https://przechoj.github.io/gips/
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: gips results

Documentation:

Reference manual: gips.pdf
Vignettes: Optimizers
Theory
gips

Downloads:

Package source: gips_1.2.1.tar.gz
Windows binaries: r-devel: gips_1.2.1.zip, r-release: gips_1.2.1.zip, r-oldrel: gips_1.2.1.zip
macOS binaries: r-release (arm64): gips_1.2.1.tgz, r-oldrel (arm64): gips_1.2.1.tgz, r-release (x86_64): gips_1.2.1.tgz, r-oldrel (x86_64): gips_1.2.1.tgz
Old sources: gips archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.