A Fast Algorithm for Sparse Precision Matrix Estimation

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Documentation for package ‘FastStepGraph’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

cv.FastStepGraph	Searches for the optimal combination of alpha_f and alpha_b parameters using Cross-Validation
FastStepGraph	Fast Stepwise Gaussian Graphical Model
SigmaAR	Simulate Covariance Matrix with an Auto-regressive (AR) Model