High-Dimensional Undirected Graph Estimation
Overview
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, the graphical lasso, or the TIGER (tuning-insensitive graph estimation and regression) method, and the first two 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.
- Fixed a BLAS-dependent rounding issue in RIC selection. The rotated inner products are computed with matrix products, and a conforming BLAS may return any value inside a dot product's roundoff interval, so a mathematically zero regularization parameter could come back as a tiny positive value. RIC now certifies such values to exact zero using a pair-specific forward-error bound, which is scale-aware and keeps correlations the working precision can represent. Selected lambda values are therefore reproducible across BLAS implementations. Reported by CRAN's ATLAS additional check.
huge.select()(R) andhuge_select()(Python) no longer gate the zero-lambda refit on a bitwise-zero lambda. A residual too small for a solver to certify but not exactly zero previously bypassed the safety fallback, which made graphical lasso fit rank-deficient data almost unregularized and raise a non-finite estimate error. Routing now uses the same roundoff scale in both packages.
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- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-12
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- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 21includes a package overview page
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- 100%8 run in a plain check
- Exported functions with examples
- 64%
- Documented parameters
- 100%
- Return-value docs
- 55%
- Help pages citing references
- 10%
- huge PDF
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- Claude Codefirst seen on or before 2026-03-10Named in .Rbuildignore: CLAUDE.mdNamed in .gitignore: .claude, CLAUDE.mdCommits: some crediting it in the message, count not recorded
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Dependencies
Installing huge adds 10 packages (7 with compiled code, 9.8 MB of source tarballs). Heaviest: igraph 4.8 MB, Rcpp 1.8 MB, vctrs 1.0 MB.
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Code & Tests
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People & History
Previously maintained by Haoming Jiang (1.3.0 to 1.3.5) and Tuo Zhao (0.7 to 1.2.7).
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- 2.0.1Latest
- 2.0.02026-07-26 · diff ↗
- RR 4.6.0 released · 2026-04-24
- 1.62026-04-13 · diff ↗
- 1.5.12026-03-31 · diff ↗
- 1.52026-03-11 · diff ↗
- unarchivedReturned to CRAN2026-02-19
- 1.42026-02-19 · diff ↗
- archivedRemoved from CRAN2026-02-01issues were not corrected in time
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 1.3.52021-06-30 · diff ↗
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
Show 37 earlier eventsHide 37 earlier events
- 1.3.4.12020-04-01 · diff ↗
- 1.3.42019-10-28 · diff ↗
- 1.3.32019-09-09 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.3.2
- 1.3.12019-03-12 · diff ↗
- 1.3.02019-02-22 · diff ↗ ·
removed 11 exports
huge.mb, huge.glasso, huge.ct, print.huge, plot.huge, print.sim, plot.sim, print.roc, plot.roc, print.select, plot.selectadded 1 export
huge.inference - RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 1.2.72015-09-16 · diff ↗
- RR 3.2.0 released · 2015-04-16
- RR 3.1.0 released · 2014-04-10
- 1.2.62014-02-28 · diff ↗
- 1.2.52013-12-07 · diff ↗
- RR 3.0.0 released · 2013-04-03
- 1.2.42012-08-16 · diff ↗
- RR 2.15.0 released · 2012-03-30
- 1.2.32012-03-22 · diff ↗
- 1.2.22012-03-21 · diff ↗
- 1.2.12012-01-27 · diff ↗
- 1.22012-01-22 · diff ↗
- RR 2.14.0 released · 2011-10-31
- 1.1.22011-08-22 · diff ↗
- 1.1.12011-08-10 · diff ↗
- 1.1.0
- 1.0.32011-06-17 · diff ↗ ·
removed 12 exports
huge.NPN, huge.MBGEL, huge.glassoM, huge.GECT, print.GECT, plot.GECT, print.glassoM, plot.glassoM, print.NPN, plot.NPN, print.MBGEL, plot.MBGELadded 4 exports
huge.npn, huge.mbgel, huge.glasso, huge.gect - 1.0.22011-06-15 · diff ↗ ·
removed 12 exports
lasso.stars, summary.huge, summary.sim, summary.GECT, summary.glassoM, summary.roc, summary.select, print.stars, plot.stars, summary.stars, summary.NPN, summary.MBGEL - RR 2.13.0 released · 2011-04-13
- 1.0.12011-04-11 · diff ↗
- 1.02011-03-02 · diff ↗ ·
added 37 exports
huge, huge.select, huge.roc, huge.generator, huge.NPN, huge.plot, lasso.stars, huge.MBGEL, huge.glassoM, huge.GECT, print.huge, plot.huge, summary.huge, print.sim, plot.sim, summary.sim, print.GECT, plot.GECT, summary.GECT, print.glassoM, plot.glassoM, summary.glassoM, print.roc, plot.roc, summary.roc, print.select, plot.select, summary.select, print.stars, plot.stars and 7 more - 0.9.12011-02-13 · diff ↗
- 0.92010-11-22 · diff ↗
- 0.8.12010-11-17 · diff ↗
- 0.82010-11-14 · diff ↗
- 0.72010-11-11
- RR 2.12.0 released · 2010-10-15
Package metadata
- First published
- 2010-11-11
- Total releases
- 33 / 16 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 3.4.0
- Bundled data
- 703 KB / 2 files
- Download size
- 1.9 MB
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