huge (1.2.4)
High-dimensional Undirected Graph Estimation.
http://cran.r-project.org/web/packages/huge
The package "huge" provides a general framework for high-dimensional undirected graph estimation. It integrates data preprocessing, neighborhood screening, graph estimation, and model selection techniques into a pipeline. In preprocessing stage, the nonparanormal(npn) transformation is applied to help relax the normality assumption. In the graph estimation stage, the graph structure is estimated by Meinshausen-Buhlmann graph estimation or the graphical lasso, and both methods can be further accelerated by the lossy screening rule preselecting the neighborhood of each variable by correlation thresholding. We target on high-dimensional data analysis usually d >> n, and the computation is memory-optimized using the sparse matrix output. We also provide a computationally efficient approach, correlation thresholding graph estimation. Three regularization/thresholding parameter selection methods are included in this package: (1)stability approach for regularization selection (2) rotation information criterion (3) extended Bayesian information criterion which is only available for the graphical lasso.
Maintainer:
Tuo Zhao
Author(s): Tuo Zhao, Han Liu, Kathryn Roeder, John Lafferty, Larry Wasserman
License: GPL-2
Uses: igraph, lattice, MASS, Matrix
Reverse depends: BDgraph, glassomix, smart
Reverse suggests: LICORS
Released 10 months ago.
16 previous versions
- huge_1.2.3. Released about 1 year ago.
- huge_1.2.2. Released about 1 year ago.
- huge_1.2.1. Released over 1 year ago.
- huge_1.2. Released over 1 year ago.
- huge_1.1.2. Released almost 2 years ago.
- huge_1.1.1. Released almost 2 years ago.
- huge_1.1.0. Released almost 2 years ago.
- huge_1.0.3. Released about 2 years ago.
- huge_1.0.2. Released about 2 years ago.
- huge_1.0.1. Released about 2 years ago.
- huge_1.0. Released over 2 years ago.
- huge_0.9.1. Released over 2 years ago.
- huge_0.9. Released over 2 years ago.
- huge_0.8.1. Released over 2 years ago.
- huge_0.8. Released over 2 years ago.
- huge_0.7. Released over 2 years ago.
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