SIS: Sure Independence Screening
Version 0.8-4

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.

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AuthorJianqing Fan, Yang Feng, Diego Franco Saldana, Richard Samworth, Yichao Wu
Date of publication2017-04-21 18:48:10 UTC
MaintainerYang Feng <yang.feng@columbia.edu>
LicenseGPL-2
Version0.8-4
URL http://www.stat.columbia.edu/~yangfeng/pubs/jss1375.pdf
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("SIS")

Man pages

leukemia.test: Gene expression Leukemia testing data set from Golub et al....
leukemia.train: Gene expression Leukemia training data set from Golub et al....
predict.SIS: Model prediction based on a fitted SIS object.
prostate.test: Gene expression Prostate Cancer testing data set from Singh...
prostate.train: Gene expression Prostate Cancer training data set from Singh...
SIS: (Iterative) Sure Independence Screening ((I)SIS) and Fitting...
standardize: Standardization of High-Dimensional Design Matrices
tune.fit: Using the 'glmnet' and 'ncvreg' packages, fits a Generalized...

Functions

SIS Man page Source code
calculate.nsis Source code
getdf Source code
int.size.k Source code
intensure Source code
leukemia.test Man page
leukemia.train Man page
loglik Source code
margcoef Source code
mg Source code
obtain.ix0 Source code
obtain.newix Source code
predict.SIS Man page Source code
prostate.test Man page
prostate.train Man page
repmat Source code
sisglm Source code
standardize Man page Source code
tune.fit Man page Source code

Files

inst
inst/CITATION
NAMESPACE
data
data/prostate.train.RData
data/leukemia.test.RData
data/leukemia.train.RData
data/datalist
data/prostate.test.RData
R
R/SIS.R
R/predict.SIS.R
R/subfuns.R
R/standardize.R
R/tune.fit.R
MD5
DESCRIPTION
man
man/prostate.test.Rd
man/leukemia.train.Rd
man/prostate.train.Rd
man/leukemia.test.Rd
man/tune.fit.Rd
man/predict.SIS.Rd
man/standardize.Rd
man/SIS.Rd
SIS documentation built on May 29, 2017, 9:32 a.m.