Big Data Statistical Analysis for High-Dimensional Models

Big data statistical analysis for high-dimensional models is made possible by modifying lasso.proj() in 'hdi' package by replacing its nodewise-regression with sparse precision matrix computation using 'BigQUIC'.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.7 by Ehsan Ullah, 5 years ago

Browse source code at

Authors: Ehsan Ullah [aut, cre] , Reda Rawi [aut] , Lukas Meier [ctb] , Ruben Dezeure [ctb] , Nicolai Meinshausen [ctb] , Martin Maechler [ctb] , Peter Buehlmann [ctb] , Tingni Sun [ctb]

Documentation:   PDF Manual  

GPL (== 2) license

Imports BigQuic, foreach, glmnet, lars, MASS, stats, Matrix, scalreg

Enhances doMC, rPython

See at CRAN