GCEstim

1.1.0

Regression Coefficients Estimation Using the Generalized Cross Entropy

0packages depend

2.8Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Cabral JorgeFirst published 2025-07-162 releasesCRAN page ↗GitHub ↗

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.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("GCEstim", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("jorgevazcabral/GCEstim")

Development version from jorgevazcabral/GCEstim. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gcestim

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-GCEstim

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-GCEstim

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 9.9 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-06-07
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-05-22
11 OK · 0 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE
OK2026-05-20
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 2 earlier snapshots

ERROR2026-05-19
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 187 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 67%
Documented parameters: 95%
Return-value docs: 100%
References docs: 12%

Downloads

2.8K

CRAN downloads in the past year

Rank #14,933 · ~8/day · ~235/mo

Releases R versions

Daily download trend is not available in this view yet.

21530 days

74790 days

2.8K1 year

Compare downloads with other packages →

Also on93 r2u14 autocran

Repository

GitHub ↗ jorgevazcabral/gcestim

0Stars

0Forks

0Open issues

0Open PRs

1Releases

94Commits

1Contributors

94 commits · Last activity 2026-06-07

Releases over time

2025-10-07 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/jorgevazcabral/gcestim on 2026-07-19.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

34 external dependencies (excludes base and recommended)

Depends (2)

R >= 3.5.0zoo

LinkingTo (0)

none

Suggests (4)

knitr rmarkdown kableExtra NlcOptim

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 14,381 (62%)Rd 4,962 (21%)Vignettes 2,767 (12%)Other 1,068 (5%)

Code characteristics

Object systems

S340

Cyclomatic complexity: 4.0 median / 106 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

67 17 exported

Complexity

15.2 avg / 106 max

Call network

67 nodes / 47 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

Datasets

Bundled datasets · 7

Name	Class	Rows × Cols	Also ships in
coef.dataThesis	vector	–	–
dataExample	data.frame	8 × 3	–
dataGCE	data.frame	100 × 6	–
dataGCE.test	data.frame	100 × 6	–
dataThesis	data.frame	75 × 5	–
dataincRidGME	data.frame	120 × 7	–
dataincRidGME.test	data.frame	30 × 7	–

People & History

People (3)

Maintainer (1)

Cabral Jorge

Author, Maintainer

Authors (1)

Cabral Jorge

Author, Maintainer

Other (2)

Macedo Pedro

Thesis advisor

Afreixo Vera

Thesis advisor

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

1.1.0Latest
2026-06-07 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.1.0
2026-03-10
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: 3.7 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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