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GCEstim

1.1.0Package record

Regression Coefficients Estimation Using the Generalized Cross Entropy

0packages depend
3.1Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Estimation and inference using the Generalized Maximum Entropy (GME) and Generalized Cross Entropy (GCE) framework, a flexible method for solving ill-posed inverse problems and parameter estimation under uncertainty (Golan, Judge, and Miller (1996, ISBN:978-0471145925) "Maximum Entropy Econometrics: Robust Estimation with Limited Data"). The package includes routines for generalized cross entropy estimation of linear models including the implementation of a GME-GCE two steps approach. Diagnostic tools, and options to incorporate prior information through support and prior distributions are available (Macedo, Cabral, Afreixo, Macedo and Angelelli (2025) doi:10.1007/978-3-031-97589-9_21). In particular, support spaces can be defined by the user or be internally computed based on the ridge trace or on the distribution of standardized regression coefficients. Different optimization methods for the objective function can be used. An adaptation of the normalized entropy aggregation (Macedo and Costa (2019) doi:10.1007/978-3-030-26036-1_2 "Normalized entropy aggregation for inhomogeneous large-scale data") and a two-stage maximum entropy approach for time series regression (Macedo (2022) doi:10.1080/03610918.2022.2057540) are also available. Suitable for applications in econometrics, health, signal processing, and other fields requiring robust estimation under data constraints.

Changes in 1.1.0
  • Major update of the package;
  • Added TASW-GCE and TARW-GCE estimators for adaptive support-space estimation.
  • Corrected the implementation of the 1se selection rule.
  • Updated vignettes and examples with new data sets.
  • TASW-GCE and TARW-GCE parameters improved.
  • Objective function adapted for faster computation.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 8.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK13 OK2026-06-07
Show 4 earlier changesHide 4 earlier changes
  • ERROR11 OK, 2 ERROR2026-05-22
  • OK13 OK2026-05-20
  • ERROR12 OK, 1 ERROR2026-05-19
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.0
READMEYes · 187 wordsVignettesYes · 7 · dynamicNEWSYes · 100% structured · mentions 1.1.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
66
Examples that run
67%34 run in a plain check · 17 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
76%
Documented parameters
95%
Return-value docs
100%
Help pages citing references
12%

Downloads

3.1K
CRAN downloads in the past year
Rank #9,481 · ~8/day · ~256/mo
Daily download trend is not available in this view yet.
53230 days
1K90 days
3.1K1 year
Compare downloads with other packages →
Also on69 r2u2 autocran

Repository

0Stars
0Forks
0Open issues
0Open PRs
2Releases
94Commits
1Commit identities
94 commits · Last activity 2026-06-07
Responsiveness
not measured

Releases over time

2025-10-07 · 12026-09-22 · 2
PracticesBeta

2 development-tooling and community-health practices detected across 2 families in the upstream repository

Checks run against github.com/jorgevazcabral/gcestim on 2026-10-18.

Docs source (1)
pkgdown
Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies
34 external dependencies (excludes base and recommended)

Installing GCEstim adds 175 packages (84 with compiled code, 152 MB of source tarballs). Heaviest: BH 14 MB, stringi 11 MB, ggplot2 6.0 MB.

Depends (2)
R >= 3.5.0zoo
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (3)
Author, Maintainer since 0.1.0 (2025)
Thesis advisor
Thesis advisor
Releases (2)

Pick two releases to compare their code metrics.

  • 1.1.0Latest
    record
    2026-06-07 · current release · diff ↗ ·
    added 3 exports
    cv.dynlmgce, cv.tsbootgce, dynlmgce
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0
    record
    2025-07-16
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-07-16
Total releases
2 / 1 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Bundled data
418 KB / 8 files
Download size
7.0 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("GCEstim")
Jorge, C., Pedro, M., & Vera, A. (2026). GCEstim: Regression Coefficients Estimation Using the Generalized Cross Entropy (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.GCEstim

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for GCEstim version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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