projection_corr

Projection correlation between X[,j] and Y from the Python language

An implementation of popular screening methods that are commonly employed in ultra-high and high dimensional data.
Through this publicly available package, we provide a unified framework to carry out model-free screening procedures including
SIS (Fan and Lv (2008) <doi:10.1111/j.1467-9868.2008.00674.x>),
SIRS (Zhu et al. (2011)<doi:10.1198/jasa.2011.tm10563>),
DC-SIS (Li et al. (2012) <doi:10.1080/01621459.2012.695654>),
MDC-SIS (Shao and Zhang (2014) <doi:10.1080/01621459.2014.887012>),
Bcor-SIS (Pan et al. (2019) <doi:10.1080/01621459.2018.1462709>),
PC-Screen (Liu et al. (2020) <doi:10.1080/01621459.2020.1783274>),
WLS (Zhong et al.(2021) <doi:10.1080/01621459.2021.1918554>),
Kfilter (Mai and Zou (2015) <doi:10.1214/14-AOS1303>),
MVSIS (Cui et al. (2015) <doi:10.1080/01621459.2014.920256>),
PSIS (Pan et al. (2016) <doi:10.1080/01621459.2014.998760>),
CAS (Xie et al. (2020) <doi:10.1080/01621459.2019.1573734>),
CI-SIS (Cheng and Wang. (2023) <doi:10.1016/j.cmpb.2022.107269>) and
CSIS (Cheng et al. (2023) <doi:10.1007/s00180-023-01399-5>).

Xuewei Cheng

MFSIS

Model-Free Sure Independent Screening Procedures

Hong Wang

Liping Zhu

Wei Zhong

Hanpu Zhou

projection_corr function

<dl><dt>A_x</dt>
<dd>The arccos value about X</dd>
<dt>A_y</dt>
<dd>The arccos value about Y</dd>
<dt>n</dt>
<dd>The sample size</dd></dl>

Arguments

Projection correlation function — projection_corr

<dl>

<dt>A_x</dt>
<dd>The arccos value about X</dd>


<dt>A_y</dt>
<dd>The arccos value about Y</dd>


<dt>n</dt>
<dd>The sample size</dd>

</dl>

projection_corr: Projection correlation function

Description

Usage

Value

Arguments