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FastStepGraph  

A Fast Algorithm for Sparse Precision Matrix Estimation
View on CRAN: Click here


Download and install FastStepGraph package within the R console
Install from CRAN:
install.packages("FastStepGraph")

Install from Github:
library("remotes")
install_github("cran/FastStepGraph")

Install by package version:
library("remotes")
install_version("FastStepGraph", "0.1.1")



Attach the package and use:
library("FastStepGraph")
Maintained by
Juan G. Colonna
[Scholar Profile | Author Map]
First Published: 2023-09-19
Latest Update: 2023-10-12
Description:
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) .
How to cite:
Juan G. Colonna (2023). FastStepGraph: A Fast Algorithm for Sparse Precision Matrix Estimation. R package version 0.1.1, https://cran.r-project.org/web/packages/FastStepGraph. Accessed 10 Apr. 2025.
Previous versions and publish date:
0.1.0 (2023-09-19 16:30)
Other packages that cited FastStepGraph R package
View FastStepGraph citation profile
Other R packages that FastStepGraph depends, imports, suggests or enhances
Complete documentation for FastStepGraph
Functions, R codes and Examples using the FastStepGraph R package
Full FastStepGraph package functions and examples
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