Description Usage Arguments Value

Sure Independence Screening in Step 2

1 | ```
screen_cpp(x, y, num_keep, square = FALSE, main_effect = FALSE)
``` |

`x` |
a n-by-p matrix of main effects, with i.i.d rows, and each row represents a vector of observations of p main-effects |

`y` |
a vector of length n. In sprinter, y is the residual from step 1 |

`num_keep` |
the number of candidate interactions in Step 2. Default to be n / [log n] |

`square` |
An indicator of whether squared effects should be considered in Step 1 (NOT Step 2!). square == TRUE if squared effects have been considered in Step 1, i.e., squared effects will NOT be considered in Step 2. |

`main_effect` |
An indicator of whether main effects should also be screened. Default to be false. The functionality of main_effect = true is not used in sprinter, but for SIS_lasso. |

an matrix of 2 columns, representing the index pair of the selected interactions.

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