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Sparse Estimation of a Covariance Matrix

0packages depend
2.3Kdownloads / year
–test coverage
11/13flavors OK

Overview

About

Provides a covariance estimator for multivariate normal data that is sparse and positive definite. Implements the majorize-minimize algorithm described in Bien, J., and Tibshirani, R. (2011), "Sparse Estimation of a Covariance Matrix," Biometrika. 98(4). 807--820.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Jacob Bien <jbien@usc.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Jacob",
                      family = "Bien",
                      role = c("aut", "cre"),
                      email = "jbien@usc.edu"),
               person(given = "Rob",
                      family = "Tibshirani",
                      role = "aut"))
as necessary.

CRAN check page ↗

Slowest check: 53 s · r-devel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-10
Advisories

none known

Documentation

In release 1.3
READMEYes · 66 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
4includes a package overview page
Examples that run
100%2 run in a plain check
Exported functions with examples
67%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

2.3K
CRAN downloads in the past year
Rank #24,058 · ~6/day · ~192/mo
Daily download trend is not available in this view yet.
21430 days
50490 days
2.3K1 year
Compare downloads with other packages →
Also on75 r2u6 autocran

Dependencies

Declared dependencies
0 external dependencies (excludes base and recommended)

Installing spcov adds no packages beyond those that come with R.

Depends (0)
none
Imports (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (from the free-text Author field) (2)

Maintainer since 1.0 (2012)

Releases (3)

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
  • R
    R 4.3.0 released · 2023-04-21
  • unarchivedReturned to CRAN
    2022-09-23
  • 1.3Latest
    record
    2022-09-23 · current release · diff ↗
  • archivedRemoved from CRAN
    2022-05-24
    email to the maintainer is undeliverable
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • R
    R 3.2.0 released · 2015-04-16
  • R
    R 3.1.0 released · 2014-04-10
Show 5 earlier eventsHide 5 earlier events
  • R
    R 3.0.0 released · 2013-04-03
  • 1.01
    record
    2012-09-13 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 1.0
    record
    2012-02-19
  • R
    R 2.14.0 released · 2011-10-31

Package metadata

First published
2012-02-19
Total releases
3 / 14 yrs
License
GPL-2 OSI
Download size
9.4 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("spcov")

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 spcov version 1.3 [Data set]. HJJB, LLC. Data release v2026-10-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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