Sparse Estimation of a Covariance Matrix
0packages depend
2.3Kdownloads / year
–test coverage
11/13flavors OK
Overview
About
Maintained by Jacob BienCRAN page ↗
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.Slowest check: 53 s · r-devel-windows-x86_64
Status changes
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 2 NOTE2026-03-10
Advisories
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
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
Code & Tests
People & History
Releases (3)
Pick two releases to compare their code metrics.
- 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
- unarchivedReturned to CRAN2022-09-23
- 1.3Latest
- archivedRemoved from CRAN2022-05-24email to the maintainer is undeliverable
- 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
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
0 of 2 selectedCompare selected
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.
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.