CRAN/E | SIS

SIS

Sure Independence Screening

Installation

About

Variable selection techniques are essential tools for model selection and estimation in high-dimensional statistical models. Through this publicly available package, we provide a unified environment to carry out variable selection using iterative sure independence screening (SIS) (Fan and Lv (2008)doi:10.1111/j.1467-9868.2008.00674.x) and all of its variants in generalized linear models (Fan and Song (2009)doi:10.1214/10-AOS798) and the Cox proportional hazards model (Fan, Feng and Wu (2010)doi:10.1214/10-IMSCOLL606).

Citation SIS citation info

Key Metrics

Version 0.8-8
R ≥ 3.2.4
Published 2020-01-27 1599 days ago
Needs compilation? no
License GPL-2
CRAN checks SIS results

Downloads

Yesterday 27
Last 7 days 160 -60%
Last 30 days 2.320 +52%
Last 90 days 5.377 -41%
Last 365 days 25.687 +18%

Maintainer

Maintainer

Yang Feng

Authors

Yang Feng

aut / cre

Jianqing Fan

aut

Diego Franco Saldana

aut

Yichao Wu

aut

Richard Samworth

aut

Material

Reference manual
Package source

In Views

MachineLearning

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SIS archive

Depends

R ≥ 3.2.4

Imports

glmnet
ncvreg
survival

Reverse Imports

gfiUltra
RsqMed
SILM

Reverse Suggests

MFSIS
subsemble
SuperLearner