Gaussian Model Invariant by Permutation Symmetry
Overview
Find the permutation symmetry group such that the covariance matrix of the given data is approximately 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. Documentation about 'gips' is provided via its website at https://przechoj.github.io/gips/ and the paper by Chojecki, Morgen, Kołodziejek (2025, doi:10.18637/jss.v112.i07).
Multi-sample support
gips() now accepts a **list of covariance matrices** and a vector of sample
sizes, enabling Bayesian model selection with a shared permutation symmetry
across G independent groups:
```r
g <- gips(list(S1, S2, S3), c(n1, n2, n3))
g_MAP <- find_MAP(g, optimizer = "BF")
```
Each group has its own covariance matrix Sigma_g and can have its own prior
hyperparameters D_matrix_g and delta_g, but all share the same symmetry
group Gamma.
The MLE exists when min(n_g) >= n0. **All existing single-sample usage is
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fully unchanged**.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-29
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- OK14 OK2026-03-10
Documentation
- Help pages
- 19
- Examples that run
- 100%19 run in a plain check (4 of them under a condition)
- Exported functions with examples
- 100%
- Documented parameters
- 93%
- Return-value docs
- 100%
- Help pages citing references
- 26%
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- 98%
- Median days to close, 50 most recently updated closed issues
- 8
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- 0
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pkgdown site last built 2026-07-25, before release 1.3.0 (2026-07-26)
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Dependencies
Installing gips adds 16 packages (9 with compiled code, 19 MB of source tarballs). Heaviest: stringi 11 MB, Rcpp 1.8 MB, rbibutils 1.1 MB.
Code & Tests
People & History
Package metadata
- First published
- 2022-10-13
- Total releases
- 5 / 4 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 873 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("gips")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v112.i07.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-26, which the citation names so these numbers can be found later. More on citing and the projects behind them.