The huge package for high-dimensional undirected graph estimation in R. We describe an R package named huge which provides easy-to-use functions for estimating high dimensional undirected graphs from data. This package implements recent results in the literature, including Friedman et al. (2007), Liu et al. (2009, 2012) and Liu et al. (2010). Compared with the existing graph estimation package glasso, the huge package provides extra features: (1) instead of using Fortan, it is written in C, which makes the code more portable and easier to modify; (2) besides fitting Gaussian graphical models, it also provides functions for fitting high dimensional semiparametric Gaussian copula models; (3) more functions like data-dependent model selection, data generation and graph visualization; (4) a minor convergence problem of the graphical lasso algorithm is corrected; (5) the package allows the user to apply both lossless and lossy screening rules to scale up large-scale problems, making a tradeoff between computational and statistical efficiency.

References in zbMATH (referenced in 25 articles , 1 standard article )

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  1. Ayyıldız, Ezgi; Purutçuoğlu, Vilda; Weber, Gerhard Wilhelm: Loop-based conic multivariate adaptive regression splines is a novel method for advanced construction of complex biological networks (2018)
  2. Devijver, Emilie; Gallopin, Mélina: Block-diagonal covariance selection for high-dimensional Gaussian graphical models (2018)
  3. Hernández, Belinda; Raftery, Adrian E.; Pennington, Stephen R.; Parnell, Andrew C.: Bayesian additive regression trees using Bayesian model averaging (2018)
  4. Li, Xingguo; Zhao, Tuo; Arora, Raman; Liu, Han; Hong, Mingyi: On faster convergence of cyclic block coordinate descent-type methods for strongly convex minimization (2018)
  5. Loh, Po-Ling; Tan, Xin Lu: High-dimensional robust precision matrix estimation: cellwise corruption under $\epsilon $-contamination (2018)
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  7. Popovic, Gordana C.; Hui, Francis K. C.; Warton, David I.: A general algorithm for covariance modeling of discrete data (2018)
  8. Zhao, Tuo; Liu, Han; Zhang, Tong: Pathwise coordinate optimization for sparse learning: algorithm and theory (2018)
  9. Liu, Han; Wang, Lie: TIGER: A tuning-insensitive approach for optimally estimating Gaussian graphical models (2017)
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  11. Kruppa, Jochen; Kramer, Frank; Beißbarth, Tim; Jung, Klaus: A simulation framework for correlated count data of features subsets in high-throughput sequencing or proteomics experiments (2016)
  12. Lin, Jiahe; Basu, Sumanta; Banerjee, Moulinath; Michailidis, George: Penalized maximum likelihood estimation of multi-layered Gaussian graphical models (2016)
  13. Banerjee, Sayantan; Ghosal, Subhashis: Bayesian structure learning in graphical models (2015)
  14. Croux, Christophe; Öllerer, Viktoria: Comments on: “Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination” (2015)
  15. Li, Xingguo; Zhao, Tuo; Yuan, Xiaoming; Liu, Han: The flare package for high dimensional linear regression and precision matrix estimation in R (2015)
  16. Mohammadi, A.; Wit, E. C.: Bayesian structure learning in sparse Gaussian graphical models (2015)
  17. Mohammadi, A.; Wit, E.C.: BDgraph: An R Package for Bayesian Structure Learning in Graphical Models (2015) arXiv
  18. Paganoni, Anna Maria (ed.); Secchi, Piercesare (ed.): Advances in complex data modeling and computational methods in statistics. Selected papers based on the presentations at the conference “S.Co 2013, Complex data modeling and computationally intensive methods for estimation and prediction”, Milano, Italy, September 9--12, 2013 (2015)
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