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-4.7)FastStepGraph_0.1.2.zip(r-4.6)FastStepGraph_0.1.2.zip(r-4.5)
FastStepGraph_0.1.2.tgz(r-4.6-any)FastStepGraph_0.1.2.tgz(r-4.5-any)
FastStepGraph_0.1.2.tar.gz(r-4.7-any)FastStepGraph_0.1.2.tar.gz(r-4.6-any)
FastStepGraph_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:250830f272. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | NOTE | 146 | ||
| source / vignettes | OK | 249 | ||
| linux-release-x86_64 | NOTE | 144 | ||
| macos-release-arm64 | NOTE | 157 | ||
| macos-oldrel-arm64 | NOTE | 155 | ||
| windows-devel | NOTE | 132 | ||
| windows-release | NOTE | 76 | ||
| windows-oldrel | NOTE | 74 | ||
| wasm-release | OK | 114 |
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 |
