Description
Provides a covariance estimator for multivariate normal data that is sparse and positive definite. Implements the majorize-minimize algorithm described in Bien, J., and Tibshirani, R. (2011), "Sparse Estimation of a Covariance Matrix," Biometrika. 98(4). 807--820.
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CRAN Check Status
2
NOTE
12
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Jacob Bien <jbien@usc.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Jacob",
family = "Bien",
role = c("aut", "cre"),
email = "jbien@usc.edu"),
person(given = "Rob",
family = "Tibshirani",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Jacob Bien <jbien@usc.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Jacob",
family = "Bien",
role = c("aut", "cre"),
email = "jbien@usc.edu"),
person(given = "Rob",
family = "Tibshirani",
role = "aut"))
as necessary.
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
OK
r-release-macos-x86_64
*
OK
r-release-windows-x86_64
*
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Jacob Bien <jbien@usc.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Jacob",
family = "Bien",
role = c("aut", "cre"),
email = "jbien@usc.edu"),
person(given = "Rob",
family = "Tibshirani",
role = "aut"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Jacob Bien <jbien@usc.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Jacob",
family = "Bien",
role = c("aut", "cre"),
email = "jbien@usc.edu"),
person(given = "Rob",
family = "Tibshirani",
role = "aut"))
as necessary.
Version History
new
1.3
Mar 10, 2026