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gif
View on CRAN: Click
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Download and install gif package within the R console
Install from CRAN:
install.packages("gif")
Install from Github:
library("remotes")
install_github("cran/gif")
Install by package version:
library("remotes")
install_version("gif", "0.1.1")
Attach the package and use:
library("gif")
Maintained by
Shiyun Lin
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
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First Published: 2020-06-03
Latest Update: 2024-01-12
Description:
Provides a method of recovering the precision matrix for Gaussian graphical models efficiently. Our approach could be divided into three categories. First of all, we use Hard Graphical Thresholding for best subset selection problem of Gaussian graphical model, and the core concept of this method was proposed by Luo et al. (2014) . Secondly, a closed form solution for graphical lasso under acyclic graph structure is implemented in our package (Fattahi and Sojoudi (2019) ). Furthermore, we implement block coordinate descent algorithm to efficiently solve the covariance selection problem (Dempster (1972) ). Our package is computationally efficient and can solve ultra-high-dimensional problems, e.g. p > 10,000, in a few minutes.
How to cite:
Shiyun Lin (2020). gif: Graphical Independence Filtering. R package version 0.1.1, https://cran.r-project.org/web/packages/gif
Previous versions and publish date:
0.1.0 (2020-06-03 18:20)
Other packages that cited gif R package
View gif citation profile
Other R packages that gif depends,
imports, suggests or enhances
Functions, R codes and Examples using
the gif R package
Some associated functions: ar1 . ggm.generator . hgt . sgt .
Some associated R codes: GGM.R . GGM_generator.R . RcppExports.R . data.R . Full gif package functions and examples
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