PPSFS

Partial Profile Score Feature Selection in High-Dimensional Generalized Linear Interaction Models

CRAN Package

This is an implementation of the partial profile score feature selection (PPSFS) approach to generalized linear (interaction) models. The PPSFS is highly scalable even for ultra-high-dimensional feature space. See the paper by Xu, Luo and Chen (2022, doi:10.4310/21-SII706).

  • Version0.1.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Languageen-US
  • Last releaselast Friday at 12:00 AM

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