SIS

MaRDI QIDQ20192swMATHCRANFDO

Authors Yang Feng, Yichao Wu, Jianqing Fan, Diego Franco Saldana, Richard Samworth, Arce Domingo Relloso

Last update 14 March 2026

Copyright license GNU General Public License, version 2.0

Software version identifier 0.8-8, PACKAGES.rds, 0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7-1, 0.7-2, 0.7-3, 0.7-4, 0.7-5, 0.7-6, 0.7, 0.8-1, 0.8-3, 0.8-4, 0.8-6, 0.8-7, 1.5

Official website http://cran.r-project.org/web/packages/SIS/index.html

Source code repository https://github.com/cran/SIS

Description

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>).

Cites work

• High-dimensional variable selection for Cox’s proportional hazards model
• Sure Independence Screening for Ultrahigh Dimensional Feature Space
• Sure independence screening in generalized linear models with NP-dimensionality

Cited in

(35)

• gfiUltra
• DDL
• SMLE
• SILM
• Majorization-minimization algorithms for nonsmoothly penalized objective functions
• ncvreg
• Dynamic tilted current correlation for high dimensional variable screening
• ARGONAUT: algorithms for global optimization of constrained grey-box computational problems
• APPLE
• chngpt
• mvnfast
• BayesS5
• covTest
• uniCox
• coxphMIC
• hdi
• EEBoost
• augSIMEX
• s4vdpca
• Sure independence screening for real medical Poisson data
• Finite-sample results for lasso and stepwise Neyman-orthogonal Poisson estimators
• A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models
• Ranking-based variable selection for high-dimensional data
• rbvs
• An iterative approach to distance correlation-based sure independence screening
• mecor
• sim1000G
• Markov Neighborhood Regression for High-Dimensional Inference
• BOLTSSIRR
• RsqMed
• misspi
• multiModTest
• hySAINT
• A self-calibrated direct approach to precision matrix estimation and linear discriminant analysis in high dimensions
• crossurr

This page was built for software: SIS