SIS
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) (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>).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.5 |
rolling linux/jammy R-4.5 | SIS_1.5.tar.gz |
3.6 MiB |
1.5 |
rolling linux/noble R-4.5 | SIS_1.5.tar.gz |
3.6 MiB |
1.5 |
rolling source/ R- | SIS_1.5.tar.gz |
2.3 MiB |
1.5 |
latest linux/jammy R-4.5 | SIS_1.5.tar.gz |
3.6 MiB |
1.5 |
latest linux/noble R-4.5 | SIS_1.5.tar.gz |
3.6 MiB |
1.5 |
latest source/ R- | SIS_1.5.tar.gz |
2.3 MiB |
1.5 |
2026-04-26 source/ R- | SIS_1.5.tar.gz |
2.3 MiB |
1.5 |
2026-04-23 source/ R- | SIS_1.5.tar.gz |
2.3 MiB |
1.5 |
2026-04-09 windows/windows R-4.5 | SIS_1.5.zip |
3.9 MiB |
0.8-8 |
2025-04-20 source/ R- | SIS_0.8-8.tar.gz |
2.4 MiB |