SMLE: Joint Feature Screening via Sparse MLE

Feature screening is a powerful tool in processing ultrahigh dimensional data. It attempts to screen out most irrelevant features in preparation for a more elaborate analysis. Xu and Chen (2014)<doi:10.1080/01621459.2013.879531> proposed an effective screening method SMLE, which naturally incorporates the joint effects among features in the screening process. This package provides an efficient implementation of SMLE-screening for high-dimensional linear, logistic, and Poisson models. The package also provides a function for conducting accurate post-screening feature selection based on an iterative hard-thresholding procedure and a user-specified selection criterion.

Version: 1.1.1
Depends: R (≥ 3.5.0), glmnet
Imports: stats, graphics, utils, matrixcalc, mvnfast
Published: 2021-05-09
Author: Qianxiang Zang, Chen Xu, Kelly Burkett
Maintainer: Qianxiang Zang <qzang023 at>
License: GPL-3
NeedsCompilation: no
CRAN checks: SMLE results


Reference manual: SMLE.pdf
Package source: SMLE_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): SMLE_1.1.1.tgz, r-release (x86_64): SMLE_1.1.1.tgz, r-oldrel: SMLE_1.1.1.tgz
Old sources: SMLE archive


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