bastah: 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'.

Package details

AuthorEhsan Ullah [aut, cre], Reda Rawi [aut], Lukas Meier [ctb], Ruben Dezeure [ctb], Nicolai Meinshausen [ctb], Martin Maechler [ctb], Peter Buehlmann [ctb], Tingni Sun [ctb]
MaintainerEhsan Ullah <>
LicenseGPL (== 2)
Package repositoryView on CRAN
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bastah documentation built on May 1, 2019, 10:14 p.m.