gips
1.2.3Gaussian Model Invariant by Permutation Symmetry
Overview
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. Documentation about 'gips' is provided via its website at https://przechoj.github.io/gips/ and the paper by Chojecki, Morgen, Kołodziejek (2025, doi:10.18637/jss.v112.i07).
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- NOTE2026-07-1611 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 93%
- Return-value docs
- 100%
- References docs
- 26%
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Package metadata
- First published
- 2022-10-13
- Total releases
- 4 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 709 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet