gips: Gaussian Model Invariant by Permutation Symmetry

Find the permutation symmetry group such that the covariance matrix of the given data is 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: 1.0.0
Depends: R (≥ 3.5.0)
Imports: numbers, permutations, rlang, utils
Suggests: DAAG, dplyr, ggplot2, graphics, HSAUR, knitr, MASS (≥ 7.3-39), rmarkdown, spelling, stringi, testthat (≥ 3.0.0), tibble, tidyr, withr
Published: 2022-10-13
Author: Przemysław Chojecki [aut, cre], Paweł Morgen [aut], Bartosz Kołodziejek ORCID iD [aut]
Maintainer: Przemysław Chojecki <premysl.choj at>
License: GPL (≥ 3)
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: gips results


Reference manual: gips.pdf
Vignettes: Optimizers


Package source: gips_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): gips_1.0.0.tgz, r-oldrel (arm64): gips_1.0.0.tgz, r-release (x86_64): gips_1.0.0.tgz, r-oldrel (x86_64): gips_1.0.0.tgz


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