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) and all of its variants in generalized linear models and the Cox proportional hazards model.

Getting started

Package details

AuthorJianqing Fan, Yang Feng, Diego Franco Saldana, Richard Samworth, Yichao Wu
MaintainerYang Feng <[email protected]>
Package repositoryView on CRAN
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SIS documentation built on Feb. 14, 2018, 1:01 a.m.