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>).
|Author||Yang Feng [aut, cre], Jianqing Fan [aut], Diego Franco Saldana [aut], Yichao Wu [aut], Richard Samworth [aut]|
|Maintainer||Yang Feng <email@example.com>|
|Package repository||View on CRAN|
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