FastStepGraph
cranv0.1.1A 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>.
License MIT + file LICENSE0 versions1 maintainers3 deps62 weekly dl
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curl https://depscope.dev/api/check/cran/FastStepGraphFirst published · 2023-10-12 17:45:24
Last updated · 2023-10-12T15:10:02+00:00