Package: cvCovEst
Title: Cross-Validated Covariance Matrix Estimation
Version: 1.2.2
Authors@R: c(
    person("Philippe", "Boileau", email = "philippe_boileau@berkeley.edu",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0000-0002-4850-2507")),
    person("Nima", "Hejazi", email = "nh@nimahejazi.org",
           role = "aut",
           comment = c(ORCID = "0000-0002-7127-2789")),
    person("Brian", "Collica", email = "bcollica@berkeley.edu ",
           role = "aut",
           comment = c(ORCID = "0000-0003-1127-2557")),
    person("Jamarcus", "Liu", email = "yanwei.liu@berkeley.edu ",
           role = "ctb"),
    person("Mark", "van der Laan", email = "laan@berkeley.edu",
           role = c("ctb", "ths"),
           comment = c(ORCID = "0000-0003-1432-5511")),
    person("Sandrine", "Dudoit", email = "sandrine@stat.berkeley.edu",
           role = c("ctb", "ths"),
           comment = c(ORCID = "0000-0002-6069-8629"))
  )
Description: 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.
Depends: R (>= 4.0.0)
Imports: matrixStats, Matrix, stats, methods, origami, coop, Rdpack,
        rlang, dplyr, stringr, purrr, tibble, assertthat, RSpectra,
        ggplot2, ggpubr, RColorBrewer, RMTstat
Suggests: future, future.apply, MASS, testthat, knitr, rmarkdown, covr,
        spelling
License: MIT + file LICENSE
URL: https://github.com/PhilBoileau/cvCovEst
BugReports: https://github.com/PhilBoileau/cvCovEst/issues
Encoding: UTF-8
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.1
RdMacros: Rdpack
Language: en-US
Config/pak/sysreqs: cmake make libicu-dev
Repository: https://philboileau.r-universe.dev
Date/Publication: 2024-02-17 19:57:43 UTC
RemoteUrl: https://github.com/philboileau/cvcovest
RemoteRef: HEAD
RemoteSha: f6ef42b32e267f1aade6783ff26df83f633d4bd5
NeedsCompilation: no
Packaged: 2026-07-02 08:50:11 UTC; root
Author: Philippe Boileau [aut, cre, cph] (ORCID:
    <https://orcid.org/0000-0002-4850-2507>),
  Nima Hejazi [aut] (ORCID: <https://orcid.org/0000-0002-7127-2789>),
  Brian Collica [aut] (ORCID: <https://orcid.org/0000-0003-1127-2557>),
  Jamarcus Liu [ctb],
  Mark van der Laan [ctb, ths] (ORCID:
    <https://orcid.org/0000-0003-1432-5511>),
  Sandrine Dudoit [ctb, ths] (ORCID:
    <https://orcid.org/0000-0002-6069-8629>)
Maintainer: Philippe Boileau <philippe_boileau@berkeley.edu>