Feature Screening via Adaptive Iterative Ridge (Air-HOLP and Air-OLS)

Implements two complementary high-dimensional feature screening methods, Adaptive Iterative Ridge High-dimensional Ordinary Least-squares Projection (Air-HOLP, suitable when the number of predictors p is greater than or equal to the sample size n) and Adaptive Iterative Ridge Ordinary Least Squares (Air-OLS, for n greater than p). Also provides helper functions to generate compound-symmetry and AR(1) correlated data, plus a unified Air() front end and a summary method. For methodological details see Joudah, Muller and Zhu (2025) .