Package: FastStepGraph 0.1.2
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>.
Authors:
FastStepGraph_0.1.2.tar.gz
FastStepGraph_0.1.2.zip(r-4.5)FastStepGraph_0.1.2.zip(r-4.4)FastStepGraph_0.1.2.zip(r-4.3)
FastStepGraph_0.1.2.tgz(r-4.4-any)FastStepGraph_0.1.2.tgz(r-4.3-any)
FastStepGraph_0.1.2.tar.gz(r-4.5-noble)FastStepGraph_0.1.2.tar.gz(r-4.4-noble)
FastStepGraph_0.1.2.tgz(r-4.4-emscripten)FastStepGraph_0.1.2.tgz(r-4.3-emscripten)
FastStepGraph.pdf |FastStepGraph.html✨
FastStepGraph/json (API)
NEWS
# Install 'FastStepGraph' in R: |
install.packages('FastStepGraph', repos = c('https://juancolonna.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/juancolonna/faststepgraph/issues
Last updated 1 years agofrom:250830f272. Checks:OK: 1 NOTE: 6. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 23 2024 |
R-4.5-win | NOTE | Nov 23 2024 |
R-4.5-linux | NOTE | Nov 23 2024 |
R-4.4-win | NOTE | Nov 23 2024 |
R-4.4-mac | NOTE | Nov 23 2024 |
R-4.3-win | NOTE | Nov 23 2024 |
R-4.3-mac | NOTE | Nov 23 2024 |
Exports:cv.FastStepGraphFastStepGraphSigmaAR
Dependencies:codetoolsdoParallelforeachiteratorsMASS
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Searches for the optimal combination of alpha_f and alpha_b parameters using Cross-Validation | cv.FastStepGraph |
Fast Stepwise Gaussian Graphical Model | FastStepGraph |
Simulate Covariance Matrix with an Auto-regressive (AR) Model | SigmaAR |