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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>.

Version: 0.1.1
Depends: R (≥ 4.3)
Imports: doParallel (≥ 1.0), foreach (≥ 1.5), MASS (≥ 7.3)
Suggests: knitr, rmarkdown, devtools
Published: 2023-10-12
DOI: 10.32614/CRAN.package.FastStepGraph
Author: Juan G. Colonna ORCID iD [cre, aut], Marcelo Ruiz [aut]
Maintainer: Juan G. Colonna <juancolonna at icomp.ufam.edu.br>
License: MIT + file LICENSE
URL: https://github.com/juancolonna/FastStepGraph
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: FastStepGraph results

Documentation:

Reference manual: FastStepGraph.pdf
Vignettes: How to use Fast Step Graph

Downloads:

Package source: FastStepGraph_0.1.1.tar.gz
Windows binaries: r-devel: FastStepGraph_0.1.1.zip, r-release: FastStepGraph_0.1.1.zip, r-oldrel: FastStepGraph_0.1.1.zip
macOS binaries: r-release (arm64): FastStepGraph_0.1.1.tgz, r-oldrel (arm64): FastStepGraph_0.1.1.tgz, r-release (x86_64): FastStepGraph_0.1.1.tgz, r-oldrel (x86_64): FastStepGraph_0.1.1.tgz
Old sources: FastStepGraph archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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