Tuo Zhao, Han Liu, Kathryn Roeder, John Lafferty, Larry Wasserman
TL;DRhuge 是一个 R 软件包,提供了一些易于使用的函数,可以从数据中估计高维无向图,并提供了比 glasso 更多的特性。
Abstract
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 e