Maintainers: Tuo Zhao and Han Liu.
Software Description: 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.
Estimating nonparanormal graphical models.
Maintainers: Haotian Pang and Han Liu.
Software Description: The package "fastclime" provides a method of recover the precision matrix efficiently by applying parametric simplex method. The computation is based on linear optimization. It also contains a generic LP solver and a parameterized LP solver using parametric simplex method.
Efficient implementation of parametric simplex algorithm.
Sparse Multivariate Analysis via Rank Transformation.
Tuning Insensitive Graph Estimation and Regression.
Sparse Additive Machine.