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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling source/ R- | FastStepGraph_0.1.1.tar.gz |
506.4 KiB |
0.1.1 |
latest source/ R- | FastStepGraph_0.1.1.tar.gz |
506.4 KiB |
0.1.1 |
2026-04-23 source/ R- | FastStepGraph_0.1.1.tar.gz |
506.4 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | FastStepGraph_0.1.1.zip |
323.7 KiB |