AirScreen (version 0.1.0)
Feature Screening via Adaptive Iterative Ridge (Air-HOLP and
Air-OLS)
Description
Implements two complementary high-dimensional feature screening
methods, Adaptive Iterative Ridge High-dimensional Ordinary Least-squares
Projection (Air-HOLP, suitable when the number of predictors p is greater
than or equal to the sample size n) and Adaptive Iterative Ridge Ordinary
Least Squares (Air-OLS, for n greater than p). Also provides helper
functions to generate compound-symmetry and AR(1) correlated data, plus
a unified Air() front end and a summary method. For methodological details
see Joudah, Muller and Zhu (2025) .