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>.