FastStepGraph: A Fast Algorithm for Sparse Precision Matrix Estimation
It implements an improved and computationally faster version of the original Stepwise Gaussian Graphical Algorithm for estimating the Omega precision matrix from high-dimensional data. Zamar, R., Ruiz, M., Lafit, G. and Nogales, J. (2021) <doi:10.52933/jdssv.v1i2.11>.
| Version: | 0.1.1 |
| Depends: | R (≥ 4.3) |
| Imports: | doParallel (≥ 1.0), foreach (≥ 1.5), MASS (≥ 7.3) |
| Suggests: | knitr, rmarkdown, devtools |
| Published: | 2023-10-12 |
| DOI: | 10.32614/CRAN.package.FastStepGraph |
| Author: | Juan G. Colonna 
[cre, aut],
Marcelo Ruiz [aut] |
| Maintainer: | Juan G. Colonna <juancolonna at icomp.ufam.edu.br> |
| License: | MIT + file LICENSE |
| URL: | https://github.com/juancolonna/FastStepGraph |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README, NEWS |
| CRAN checks: | FastStepGraph results |
Documentation:
| Reference manual: | FastStepGraph.html , FastStepGraph.pdf |
| Vignettes: |
How to use Fast Step Graph (source, R code) |
Downloads:
| Package source: | FastStepGraph_0.1.1.tar.gz |
| Windows binaries: | r-devel: FastStepGraph_0.1.1.zip, r-release: FastStepGraph_0.1.1.zip, r-oldrel: FastStepGraph_0.1.1.zip |
| macOS binaries: | r-release (arm64): FastStepGraph_0.1.1.tgz, r-oldrel (arm64): FastStepGraph_0.1.1.tgz, r-release (x86_64): FastStepGraph_0.1.1.tgz, r-oldrel (x86_64): FastStepGraph_0.1.1.tgz |
| Old sources: | FastStepGraph archive |
Linking:
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