CRAN/E | SMLE

SMLE

Joint Feature Screening via Sparse MLE

Installation

About

Feature screening is a powerful tool in processing ultrahigh dimensional data. It attempts to screen out most irrelevant features in preparation for a more elaborate analysis. Xu and Chen (2014)doi:10.1080/01621459.2013.879531 proposed an effective screening method SMLE, which naturally incorporates the joint effects among features in the screening process. This package provides an efficient implementation of SMLE-screening for high-dimensional linear, logistic, and Poisson models. The package also provides a function for conducting accurate post-screening feature selection based on an iterative hard-thresholding procedure and a user-specified selection criterion.

Citation SMLE citation info

Key Metrics

Version 2.1-1
R ≥ 4.0.0
Published 2024-02-12 127 days ago
Needs compilation? no
License GPL-3
CRAN checks SMLE results

Downloads

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Last 7 days 161 -23%
Last 30 days 794 -7%
Last 90 days 2.354 -9%
Last 365 days 8.956 +27%

Maintainer

Maintainer

Qianxiang Zang

Authors

Qianxiang Zang

aut / cre

Chen Xu

aut

Kelly Burkett

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SMLE archive

Depends

R ≥ 4.0.0

Imports

glmnet
matrixcalc
mvnfast

Suggests

testthat ≥ 3.0.0