R Observatory: Metrics for cvCovEst version 1.2.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

cvCovEst

1.2.2Package record

Cross-Validated Covariance Matrix Estimation

1packages dependsuggested by 1

4.1Kdownloads / year

75.8%test coverage

13/13flavors OK

Overview

About

Maintained by Philippe BoileauCRAN page ↗GitHub ↗Issues ↗

An efficient cross-validated approach for covariance matrix estimation, particularly useful in high-dimensional settings. This method relies upon the theory of high-dimensional loss-based covariance matrix estimator selection developed by Boileau et al. (2022) doi:10.1080/10618600.2022.2110883 to identify the optimal estimator from among a prespecified set of candidates.

Changes in 1.2.2

Fix un-escaped brackets in bandingEst() and taperingEst() documentation.
Argument documentation now matches argument names in cvRiskPlot() and matrixMetrics().

From NEWS.md in the release

Install

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

install.packages("cvCovEst", 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("PhilBoileau/cvCovEst")

Development version from PhilBoileau/cvCovEst. 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-cvcovest

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-cvCovEst

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-cvCovEst

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 4.3 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
OK14 OK2026-03-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 1.2.2

READMEYes · 417 wordsVignettesYes · 1 · dynamicNEWSYes · 100% structured · mentions 1.2.2Citation fileYes · cites a publication

Cites a JOSS paper

Help pages: 49 (27 internal)
Examples that run: 100%22 run in a plain check
Exported functions with examples: 100%
Documented parameters: 98%
Return-value docs: 100%
Help pages citing references: 41% with a bibliography file

Vignettes (1)

cvCovEst: Cross-Validated Covariance Matrix Estimation HTML

How these are measured

Downloads

4.1K

CRAN downloads in the past year

Rank #8,464 · ~11/day · ~343/mo

Releases R versions

Daily download trend is not available in this view yet.

43030 days

1.1K90 days

4.1K1 year

Compare downloads with other packages →

Also on81 r2u10 autocran

How downloads are counted

Repository

philboileau/cvcovest ↗Account: PhilBoileau

14Stars

5Forks

3Open issues

0Open PRs

2Releases

494Commits

9Commit identities

covariance-matrix-estimationcross-validationhigh-dimensional-statisticsnonparametric-statistics

494 commits · Last activity 2024-02-17 · 0% stars, 30d

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 7
Median days to close, 50 most recently updated closed PRs: 0

Stars over time

2024-08-08 · 132026-07-07 · 14

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 6 families in the upstream repository

Checks run against github.com/philboileau/cvcovest on 2026-10-21.

Continuous integration (1)

CircleCI

Governance and community (1)

Contributing guide

Docs source (3)

README.Rmdpkgdown

GitHub Pages site last deployed 2024-02-17

Coverage (1)

Coverage reporting (Codecov)

Show all practicesHide 2 practices

Reproducibility and dev environment (1)

Makefile

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies

22 external dependencies (excludes base and recommended)

Installing cvCovEst adds 81 packages (39 with compiled code, 73 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (1)

R >= 4.0.0

Imports (18)

matrixStatsMatrixstatsmethodsorigami coop Rdpack rlang dplyr stringr purrr tibble assertthat RSpectra ggplot2 ggpubr RColorBrewer RMTstat

LinkingTo (0)

none

Suggests (8)

future future.applyMASStestthat knitr rmarkdown covr spelling

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

Imports 1

Suggested by 1

Depends, Imports or LinkingTo, most downloaded first

WLogit

Suggests, most downloaded first

bdsvd

How these are counted

Code & Tests

People & History

People (6)

Author

Author

Contributor, Thesis advisor

Jamarcus Liu

Contributor

Mark van der Laan

Contributor, Thesis advisor

Releases (11)

Pick two releases to compare their code metrics.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.2.2Latest
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2024-02-17 · current release · diff ↗
1.2.1
record
2023-06-23 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.2.0
record
2022-12-07 · diff ↗
1.1.1
record
2022-09-23 · diff ↗
1.1.0
record
2022-05-04 · diff ↗ ·
added 3 exports
spikedFrobeniusShrinkEst, spikedOperatorShrinkEst, spikedSteinShrinkEst
R
R 4.2.0 released · 2022-04-22
1.0.2
record
2022-01-19 · diff ↗
1.0.1
record
2021-10-14 · diff ↗
1.0.0
record
2021-07-25 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.3.5
record
2021-04-18 · diff ↗
0.3.4
record
2021-03-07 · diff ↗

Show 2 earlier eventsHide 2 earlier events

0.3.1
record
2021-02-14
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-02-14
Total releases: 11 / 5 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.0.0
Download size: 475 KB

Cite

Cite this package

Run in R for the authors' entry:

citation("cvCovEst")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.21105/joss.03273, 10.1080/10618600.2022.2110883.

Cite the R Observatory

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

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for cvCovEst version 1.2.2 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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