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), SIRSZhu et al. (2011), DC-SIS Li et al. (2012), MDC-SISShao 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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