VariableScreening (version 0.2.0)
High-Dimensional Screening for Semiparametric Longitudinal
Regression
Description
Implements variable screening techniques for ultra-high
dimensional regression settings. Techniques for independent (iid) data,
varying-coefficient models, and longitudinal data are implemented. The package
currently contains three screen functions: screenIID(), screenLD() and screenVCM(),
and six methods for simulating dataset: simulateDCSIS(), simulateLD, simulateMVSIS(),
simulateMVSISNY(), simulateSIRS() and simulateVCM(). The package is based on the work of
Li-Ping ZHU, Lexin LI, Runze LI, and Li-Xing ZHU (2011) ,
Runze LI, Wei ZHONG, & Liping ZHU (2012) ,
Jingyuan LIU, Runze LI, & Rongling WU (2014)
Hengjian CUI, Runze LI, & Wei ZHONG (2015) , and
Wanghuan CHU, Runze LI and Matthew REIMHERR (2016) .
Special thanks are due to Ling Zhang for providing detailed testing and proposing
a method for speed improvement on the simulation of data with AR-1 structure.