Description Details Note Author(s) References
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) |
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.
Pengsheng Ji, Jiashun Jin, Qi Zhang
Maintainer: Qi Zhangqiz19@pitt.edu
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
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