MFSIS

MaRDI QIDQ84699CRANFDO

Authors Xuewei Cheng, Hong Wang, Wei Zhong, Liping Zhu, Hanpu Zhou

Last update 13 May 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 0.2.0, 0.1.0, 0.1.1, 0.1.2, 0.1.3, 0.2.1, 0.3.0, PACKAGES.rds, 0.3.1

Description

An implementation of popular screening methods that are commonly employed in ultra-high and high dimensional data. Through this publicly available package, we provide a unified framework to carry out model-free screening procedures including SIS (Fan and Lv (2008) <doi:10.1111/j.1467-9868.2008.00674.x>), SIRS(Zhu et al. (2011)<doi:10.1198/jasa.2011.tm10563>), DC-SIS (Li et al. (2012) <doi:10.1080/01621459.2012.695654>), MDC-SIS(Shao and Zhang (2014) <doi:10.1080/01621459.2014.887012>), Bcor-SIS (Pan et al. (2019) <doi:10.1080/01621459.2018.1462709>), PC-Screen (Liu et al. (2020) <doi:10.1080/01621459.2020.1783274>), WLS (Zhong et al.(2021) <doi:10.1080/01621459.2021.1918554>), Kfilter (Mai and Zou (2015) <doi:10.1214/14-AOS1303>), MVSIS (Cui et al. (2015) <doi:10.1080/01621459.2014.920256>), PSIS (Pan et al. (2016) <doi:10.1080/01621459.2014.998760>), CAS (Xie et al. (2020) <doi:10.1080/01621459.2019.1573734>), CI-SIS (Cheng and Wang. (2023) <doi:10.1016/j.cmpb.2022.107269>), CSIS (Cheng et al. (2024) <doi:10.1007/s00180-023-01399-5>) and Log-rank SIS.

Cites work

• A generic model-free feature screening procedure for ultra-high dimensional data with categorical response
• A Generic Sure Independence Screening Procedure
• A Model-free Variable Screening Method Based on Leverage Score
• Category-Adaptive Variable Screening for Ultra-High Dimensional Heterogeneous Categorical Data
• Feature Screening via Distance Correlation Learning
• Martingale Difference Correlation and Its Use in High-Dimensional Variable Screening
• Model-Free Feature Screening and FDR Control With Knockoff Features
• Model-Free Feature Screening for Ultrahigh Dimensional Discriminant Analysis
• Model-free feature screening for ultrahigh-dimensional data
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• The concordance filter: an adaptive model-free feature screening procedure
• The fused Kolmogorov filter: A nonparametric model-free screening method
• Ultrahigh-Dimensional Multiclass Linear Discriminant Analysis by Pairwise Sure Independence Screening

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