Codes to reproduce the results of numerical experiments in "Tian, Y. and Feng, Y., 2021. RaSE: A Variable Screening Framework via Random Subspace Ensembles. arXiv preprint arXiv:2102.03892." (version 2, updated on Apr 2021)
We also update R package "RaSEn" to version 2.1.0, which can be installed from CRAN
install.packages("RaSEn")
or from the source file by the following command
install.packages("../RaSEn_2.1.0.tar.gz", type = "source", repos = NULL)
(replace .. with your own path) in R/RStudio.