Package: gips 1.2.2.9000

Adam Przemysław Chojecki

gips: Gaussian Model Invariant by Permutation Symmetry

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>.

Authors:Adam Przemysław Chojecki [aut, cre], Paweł Morgen [aut], Bartosz Kołodziejek [aut]

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Bug tracker:https://github.com/przechoj/gips/issues

On CRAN:

covariance-estimationmachine-learningnormal-distribution

16 exports 6 stars 1.69 score 18 dependencies 31 scripts 1.0k downloads

Last updated 2 months agofrom:b126bfa8d3. Checks:OK: 7. Indexed: yes.

Exports:calculate_gamma_functioncompare_log_posteriories_of_permscompare_posteriories_of_permsfind_MAPforget_permsget_probabilities_from_gipsget_structure_constantsgipsgips_permlog_posteriori_of_gipsnew_gipsnew_gips_permprepare_orthogonal_matrixproject_matrixvalidate_gipsvalidate_gips_perm

Dependencies:abinddigestdisordRfreealggmplatticemagicmathjaxrMatrixnumberspartitionspermutationspolynomrbibutilsRcppRdpackrlangsets