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AirScreen

Feature Screening via Adaptive Iterative Ridge (Air-HOLP and Air-OLS)

v0.1.0 · Jul 31, 2025 · MIT + file LICENSE

Description

Implements two complementary high-dimensional feature screening methods, Adaptive Iterative Ridge High-dimensional Ordinary Least-squares Projection (Air-HOLP, suitable when the number of predictors p is greater than or equal to the sample size n) and Adaptive Iterative Ridge Ordinary Least Squares (Air-OLS, for n greater than p). Also provides helper functions to generate compound-symmetry and AR(1) correlated data, plus a unified Air() front end and a summary method. For methodological details see Joudah, Muller and Zhu (2025) <doi:10.1007/s11222-025-10599-6>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

new 0.1.0 Mar 10, 2026