FastStepGraph

cranv0.1.1

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>.

License MIT + file LICENSE0 versions1 maintainers3 deps62 weekly dl
juancolonna/FastStepGraph
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First published · 2023-10-12 17:45:24

Last updated · 2023-10-12T15:10:02+00:00