AirScreen

AirScreen-package

Comprehensive tools for adaptive regularized screening on high‑dimensional data.

internal

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) <doi:10.1007/s11222-025-10599-6>.

Ibrahim Joudah

Feature Screening via Adaptive Iterative Ridge (Air-HOLP and
Air-OLS)

Samuel Muller

Houying Zhu

AirScreen-package function

Ibrahim Joudah <a href="/link/ibrahim.joudah%40mq.edu.au?package=AirScreen&version=0.1.0" data-mini-rdoc="AirScreen::ibrahim.joudah@mq.edu.au">ibrahim.joudah@mq.edu.au</a>
Samuel Muller <a href="/link/samuel.muller%40mq.edu.au?package=AirScreen&version=0.1.0" data-mini-rdoc="AirScreen::samuel.muller@mq.edu.au">samuel.muller@mq.edu.au</a>
Houying Zhu <a href="/link/houying.zhu%40mq.edu.au?package=AirScreen&version=0.1.0" data-mini-rdoc="AirScreen::houying.zhu@mq.edu.au">houying.zhu@mq.edu.au</a>

Author

AirScreen: Feature screening via adaptive iterative ridge — AirScreen-package

Ibrahim Joudah <a href='mailto:ibrahim.joudah@mq.edu.au'>ibrahim.joudah@mq.edu.au</a>
Samuel Muller <a href='mailto:samuel.muller@mq.edu.au'>samuel.muller@mq.edu.au</a>
Houying Zhu <a href='mailto:houying.zhu@mq.edu.au'>houying.zhu@mq.edu.au</a>

AirScreen-package: AirScreen: Feature screening via adaptive iterative ridge

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Author

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