screen_cpp {sprintr} | R Documentation |
Sure Independence Screening in Step 2
Description
Sure Independence Screening in Step 2
Usage
screen_cpp(x, y, num_keep, square = FALSE, main_effect = FALSE)
Arguments
x |
a n-by-p matrix of main effects, with i.i.d rows, and each row represents a vector of observations of p main-effects |
y |
a vector of length n. In sprinter, y is the residual from step 1 |
num_keep |
the number of candidate interactions in Step 2. Default to be n / [log n] |
square |
An indicator of whether squared effects should be considered in Step 1 (NOT Step 2!). square == TRUE if squared effects have been considered in Step 1, i.e., squared effects will NOT be considered in Step 2. |
main_effect |
An indicator of whether main effects should also be screened. Default to be false. The functionality of main_effect = true is not used in sprinter, but for SIS_lasso. |
Value
an matrix of 2 columns, representing the index pair of the selected interactions.
[Package sprintr version 0.9.0 Index]