
CRAN . R-PROJECT . ORG {
}
Title:
CRAN: Package huge
Description:
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.
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Keywords {🔍}
graph, estimation, hugetgz, huge, highdimensional, selection, methods, hugezip, rrelease, roldrel, reverse, undirected, data, preprocessing, neighborhood, screening, stage, graphical, lasso, correlation, thresholding, matrix, approach, package, information, criterion, imports, rcpp, haoming, jiang, binaries, arm, general, framework, integrates, model, techniques, pipeline, nonparanormalnpn, transformation, applied, relax, normality, assumption, structure, estimated, meinshausenbuhlmann, accelerated, lossy, rule,
Topics {✒️}
high-dimensional data analysis meinshausen-buhlmann graph estimation rotation information criterion graph estimation stage model selection techniques integrates data preprocessing tuo zhao maintainer gz windows binaries unpac reverse suggests canonical form https computationally efficient approach huge results documentation sparse matrix output graphicalmodels cran checks zip macos binaries graph estimation org/package=huge regularization selection correlation thresholding graph structure preprocessing stage haoming jiang neighborhood screening stability approach reverse imports huge author general framework normality assumption graphical lasso memory-optimized rcppeigen published xinyu fei han liu kathryn roeder john lafferty larry wasserman xingguo li gpl-2 needscompilation reference manual pdf vignettes vignette downloads r-devel r-release r-oldrel stm linking r-project package source rcpp linkingto huge methods
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