SMLE
2.2-3Joint Feature Screening via Sparse MLE
Overview
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. Zang, Xu, and Burkett (2025)doi:10.18637/jss.v115.i08.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 77%
- Documented parameters
- 88%
- Return-value docs
- 100%
- References docs
- 36%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
13 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 2.2-3Latest
- RR 4.5.0 released · 2025-04-11
- 2.2-22025-01-29 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 2.1-12024-02-12 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 2.1-02023-01-21 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 2.0-22021-12-09 · diff ↗
- 2.0-12021-10-01 · diff ↗
- 2.0-02021-09-24 · diff ↗
- 1.2.42021-09-09 · diff ↗
- 1.2.32021-09-03 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 1.1.12021-05-09 · diff ↗
Package metadata
- First published
- 2020-05-18
- Total releases
- 13 / 6 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 1.5 MB / 2 files
- Download size
- 1.9 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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Run in R for the authors' preferred citation:
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