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)
- Version0.1.1
- R version≥ 4.3
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?No
- Languageen-US
- Last release10/12/2023
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Team
Juan G. Colonna
Marcelo Ruiz
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- Depends1 package
- Imports3 packages
- Suggests3 packages