SIS: An R Package for Sure Independence Screening in Ultrahigh-Dimensional Statistical Models
We revisit sure independence screening procedures for variable selection in generalized linear models and the Cox proportional hazards model. Through the publicly available R package SIS, we provide a unified environment to carry out variable selection using iterative sure independence screening (IS...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2018-02-01
|
| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3378 |