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SIS: Sure Independence Screening

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>).

Version: 0.8-8
Depends: R (≥ 3.2.4)
Imports: glmnet, ncvreg, survival
Published: 2020-01-27
DOI: 10.32614/CRAN.package.SIS
Author: Yang Feng [aut, cre], Jianqing Fan [aut], Diego Franco Saldana [aut], Yichao Wu [aut], Richard Samworth [aut]
Maintainer: Yang Feng <yangfengstat at gmail.com>
License: GPL-2
NeedsCompilation: no
Citation: SIS citation info
In views: MachineLearning
CRAN checks: SIS results

Documentation:

Reference manual: SIS.pdf

Downloads:

Package source: SIS_0.8-8.tar.gz
Windows binaries: r-devel: SIS_0.8-8.zip, r-release: SIS_0.8-8.zip, r-oldrel: SIS_0.8-8.zip
macOS binaries: r-release (arm64): SIS_0.8-8.tgz, r-oldrel (arm64): SIS_0.8-8.tgz, r-release (x86_64): SIS_0.8-8.tgz, r-oldrel (x86_64): SIS_0.8-8.tgz
Old sources: SIS archive

Reverse dependencies:

Reverse imports: crossurr, gfiUltra, hySAINT, misspi, RsqMed, SILM
Reverse suggests: subsemble, SuperLearner

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SIS to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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