MFSIS

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) ), SIRS(Zhu et al. (2011)), DC-SIS (Li et al. (2012) ), MDC-SIS(Shao and Zhang (2014) ), Bcor-SIS (Pan et al. (2019) ), PC-Screen (Liu et al. (2020) ), WLS (Zhong et al.(2021) ), Kfilter (Mai and Zou (2015) ), MVSIS (Cui et al. (2015) ), PSIS (Pan et al. (2016) ), CAS (Xie et al. (2020) ), CI-SIS (Cheng and Wang. (2023) ) and CSIS (Cheng et al. (2023) ).

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