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Implements variable screening techniques for ultra-high dimensional regression settings. Techniques for independent (iid) data, varying-coefficient models, and longitudinal data are implemented. The package currently contains three screen functions: screenIID(), screenLD() and screenVCM(), and six methods for simulating dataset: simulateDCSIS(), simulateLD, simulateMVSIS(), simulateMVSISNY(), simulateSIRS() and simulateVCM(). The package is based on the work of Li-Ping ZHU, Lexin LI, Runze LI, and Li-Xing ZHU (2011) <doi:10.1198/jasa.2011.tm10563>, Runze LI, Wei ZHONG, & Liping ZHU (2012) <doi:10.1080/01621459.2012.695654>, Jingyuan LIU, Runze LI, & Rongling WU (2014) <doi:10.1080/01621459.2013.850086> Hengjian CUI, Runze LI, & Wei ZHONG (2015) <doi:10.1080/01621459.2014.920256>, and Wanghuan CHU, Runze LI and Matthew REIMHERR (2016) <doi:10.1214/16-AOAS912>.
Version: | 0.2.1 |
Depends: | R (≥ 3.2.1) |
Imports: | gee, expm, splines, MASS, energy |
Published: | 2022-06-23 |
DOI: | 10.32614/CRAN.package.VariableScreening |
Author: | Runze Li [aut], Liying Huang [aut], John Dziak [aut, cre] |
Maintainer: | John Dziak <dziakj1 at gmail.com> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
Copyright: | (c) 2022 by Runze LI |
NeedsCompilation: | no |
CRAN checks: | VariableScreening results |
Reference manual: | VariableScreening.pdf |
Package source: | VariableScreening_0.2.1.tar.gz |
Windows binaries: | r-devel: VariableScreening_0.2.1.zip, r-release: VariableScreening_0.2.1.zip, r-oldrel: VariableScreening_0.2.1.zip |
macOS binaries: | r-release (arm64): VariableScreening_0.2.1.tgz, r-oldrel (arm64): VariableScreening_0.2.1.tgz, r-release (x86_64): VariableScreening_0.2.1.tgz, r-oldrel (x86_64): VariableScreening_0.2.1.tgz |
Old sources: | VariableScreening archive |
Reverse imports: | AVGAS, hySAINT |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.