VariableScreening

High-Dimensional Screening for Semiparametric Longitudinal Regression

Implements variable screening techniques for ultra-high dimensional regression settings. Techniques for independent (iid) data, varying-coefficient models, and longitudinal data are implemented. The package currently contains three screen functions: screenIID(), screenLD() and screenVCM(), and six methods for simulating dataset: simulateDCSIS(), simulateLD, simulateMVSIS(), simulateMVSISNY(), simulateSIRS() and simulateVCM(). The package is based on the work of Li-Ping ZHU, Lexin LI, Runze LI, and Li-Xing ZHU (2011) <DOI:10.1198/jasa.2011.tm10563>, Runze LI, Wei ZHONG, & Liping ZHU (2012) <DOI:10.1080/01621459.2012.695654>, Jingyuan LIU, Runze LI, & Rongling WU (2014) <DOI:10.1080/01621459.2013.850086> Hengjian CUI, Runze LI, & Wei ZHONG (2015) <DOI:10.1080/01621459.2014.920256>, and Wanghuan CHU, Runze LI and Matthew REIMHERR (2016) <DOI:10.1214/16-AOAS912>. Special thanks are due to Ling Zhang for providing detailed testing and proposing a method for speed improvement on the simulation of data with AR-1 structure.

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Description file content

Package
VariableScreening
Type
Package
Title
High-Dimensional Screening for Semiparametric Longitudinal Regression
Version
0.2.0
Depends
R (>= 3.2.1)
Description
Implements variable screening techniques for ultra-high dimensional regression settings. Techniques for independent (iid) data, varying-coefficient models, and longitudinal data are implemented. The package currently contains three screen functions: screenIID(), screenLD() and screenVCM(), and six methods for simulating dataset: simulateDCSIS(), simulateLD, simulateMVSIS(), simulateMVSISNY(), simulateSIRS() and simulateVCM(). The package is based on the work of Li-Ping ZHU, Lexin LI, Runze LI, and Li-Xing ZHU (2011) , Runze LI, Wei ZHONG, & Liping ZHU (2012) , Jingyuan LIU, Runze LI, & Rongling WU (2014) Hengjian CUI, Runze LI, & Wei ZHONG (2015) , and Wanghuan CHU, Runze LI and Matthew REIMHERR (2016) . Special thanks are due to Ling Zhang for providing detailed testing and proposing a method for speed improvement on the simulation of data with AR-1 structure.
Copyright
The Pennsylvania State University
Imports
gee, expm, splines, MASS, energy
License
GPL (>= 2)
LazyData
TRUE
RoxygenNote
5.0.1
NeedsCompilation
no
Packaged
2018-08-08 18:48:11 UTC; admin_lxh37
Author
Runze Li [aut], Liying Huang [aut, cre], John Dziak [aut]
Maintainer
Liying Huang
Repository
CRAN
Date/Publication
2018-08-09 08:40:04 UTC

install.packages('VariableScreening')

0.2.0

8 days ago

Liying Huang

GPL (>= 2)

Depends on

R (>= 3.2.1)

Imports

gee, expm, splines, MASS, energy

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