Screen and clean variable selection procedures, including UPS and GS.

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Description

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

Details

Package: ScreenClean
Type: Package
Version: 1.0.1
Date: 2012-10-30
License: GPL (>= 2)

Note

In order to use ScreenClean, the data need to be normalized, to make the standard deviation of the noise to be 1, and the l_2 norm of each length n predictor vector to be 1.

Author(s)

Pengsheng Ji, Jiashun Jin, Qi Zhang

Maintainer: Qi Zhangqiz19@pitt.edu

References

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