MVR
1.33.0Mean-Variance Regularization
Overview
This is a non-parametric method for joint adaptive mean-variance regularization and variance stabilization of high-dimensional data. It is suited for handling difficult problems posed by high-dimensional multivariate datasets (p >> n paradigm). Among those are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. Key features include: (i) Normalization and/or variance stabilization of the data, (ii) Computation of mean-variance-regularized t-statistics (F-statistics to follow), (iii) Generation of diverse diagnostic plots, (iv) Computationally efficient implementation using C/C++ interfacing and an option for parallel computing to enjoy a faster and easier experience in the R environment.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE r-devel-linux-x86_64-fedora-clang
- NOTE r-devel-linux-x86_64-fedora-gcc
- NOTE r-devel-windows-x86_64
- NOTE r-oldrel-macos-arm64
- NOTE r-oldrel-macos-x86_64
- NOTE r-oldrel-windows-x86_64
- NOTE r-patched-linux-x86_64
- NOTE r-release-linux-x86_64
- NOTE r-release-macos-arm64
- NOTE r-release-macos-x86_64
- NOTE r-release-windows-x86_64
- NOTE2026-03-100 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 33%
- Documented parameters
- 99%
- Return-value docs
- 100%
- References docs
- 100%
Downloads
Repository
Stars over time
Releases over time
Repository practices
1 development-tooling and community-health practice detected across 1 family in the upstream repository
Checks run against github.com/jedazard/mvr on 2026-08-09.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
13 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 1.33.0Latest
- RR 3.5.0 released · 2018-04-23
- 1.32.12018-04-17 · diff ↗
- 1.32.02017-05-29 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.31.02016-10-26 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.30.32016-01-28 · diff ↗
Show 14 earlier events
- 1.30.22015-07-11 · diff ↗
- 1.30.12015-06-19 · diff ↗
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 3.0.32013-11-13 · diff ↗
- 1.20.02013-11-13 · diff ↗
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- 1.10.02011-12-15 · diff ↗
- 2.14.12011-12-14 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 2.13.22011-07-26 · diff ↗
- 1.00.02011-07-26
- RR 2.13.0 released · 2011-04-13
Package metadata
- First published
- 2011-07-26
- Total releases
- 13 / 15 yrs
- License
- GPL (>= 3) | file LICENSE OSI
- Minimum R
- ≥ 3.0.2
- Bundled data
- 217 KB / 2 files
- Download size
- 499 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("MVR")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-11, which the citation names so these numbers can be found later. More on citing and the projects behind them.