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FastStepGraph: A Fast Algorithm for Sparse Precision Matrix Estimation (original) (raw)

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 ORCID iD [cre, aut], Marcelo Ruiz [aut]
Maintainer: Juan G. Colonna
License: MIT + file
URL: https://github.com/juancolonna/FastStepGraph
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: FastStepGraph results

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