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.pdf
Vignettes:	How to use Fast Step Graph

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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