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SMLE

Joint Feature Screening via Sparse MLE

v2.2-3 · Jan 18, 2026 · GPL-3

Description

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>.

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r-release-windows-x86_64 OK
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies glmnet matrixcalc mvnfast SMLE

Version History

new 2.2-3 Mar 10, 2026