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>. Special thanks are due to Ling Zhang for providing detailed testing and proposing a method for speed improvement on the simulation of data with AR-1 structure.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.2.1) |
| Imports: | gee, expm, splines, MASS, energy |
| Published: | 2018-08-09 |
| Author: | Runze Li [aut], Liying Huang [aut, cre], John Dziak [aut] |
| Maintainer: | Liying Huang <lxh37 at PSU.EDU> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Copyright: | The Pennsylvania State University |
| NeedsCompilation: | no |
| CRAN checks: | VariableScreening results |
| Reference manual: | VariableScreening.pdf |
| Package source: | VariableScreening_0.2.0.tar.gz |
| Windows binaries: | r-devel: VariableScreening_0.2.0.zip, r-release: VariableScreening_0.2.0.zip, r-oldrel: VariableScreening_0.2.0.zip |
| macOS binaries: | r-release: VariableScreening_0.2.0.tgz, r-oldrel: VariableScreening_0.2.0.tgz |
| Old sources: | VariableScreening archive |
Please use the canonical form https://CRAN.R-project.org/package=VariableScreening to link to this page.