Note 
====

Please contact Dabao Zhang (zhangdb@stat.purdue.edu) for any relevant questions.


Files
=====

Ex4GOCRE.m -- An example to run GOCRE and analyze the data in testdata.txt;
Ex4CVGOCRE.m -- An example to run CVGOCRE and analyze the data in testdata.txt;
testdata.txt -- A simulated data with y in the first column & x in the rest 1000 columns (Case 1 in the paper);


Note
====

The algorithm is described in the following papers,

Y. Lin, M. Zhang, and D. Zhang (2014). Generalized orthogonal components regression for high dimensional generalized linear models. Under revision for CSDA.


Please report any bug/error to Dabao Zhang(zhangdb@stat.purdue.edu).