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.


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Reference manual

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install.packages("SIS")

0.8-6 by Yang Feng, 6 months ago


Browse source code at https://github.com/cran/SIS


Authors: Jianqing Fan, Yang Feng, Diego Franco Saldana, Richard Samworth, Yichao Wu


Documentation:   PDF Manual  


Task views: Machine Learning & Statistical Learning


GPL-2 license


Imports glmnet, ncvreg, survival


Suggested by SuperLearner, subsemble.


See at CRAN