ScreenClean-package: Screen and clean variable selection procedures, including UPS and GS.

Description

Routines for a collection of screen-and-clean type variable selection procedures.

Package:

ScreenClean

Type:

Package

Version:

1.0.1

Date:

2012-10-30

License:

GPL (>= 2)

Ji, P. and Jin, J. (2012). UPS delivers optimal phase diagram in high dimensional variable selection. Ann. Statist., 40(1), 73-103.

Jin, J., Zhang, C.-H. and Zhang, Q. (2012). Optimality of Graphlet Screening in High Dimensional Variable Selection. arXiv:1204.6452