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PPSFS (version 0.1.1)

PPSFS-package: PPSFS: Partial Profile Score Feature Selection in High-Dimensional Generalized Linear Interaction Models

Description

This is an implementation of the partial profile score feature selection (PPSFS) approach to generalized linear (interaction) models. The PPSFS is highly scalable even for ultra-high-dimensional feature space. See the paper by Xu, Luo and Chen (2022, tools:::Rd_expr_doi("10.4310/21-SII706")).

Arguments

Author

Maintainer: Zengchao Xu zengc.xu@aliyun.com

Authors:

  • Shan Luo

  • Zehua Chen

See Also