High-dimensional graphical model search with the gRapHD R package

Abstract

This paper presents the R package gRapHD for efficient selection of high-dimensional undirected graphical models. The package provides tools for selecting trees, forests, and decomposable models minimizing information criteria such as AIC or BIC, and for displaying the independence graphs of the models. It has also some useful tools for analysing graphical structures. It supports the use of discrete, continuous, or both types of variables.