SIS : Sure Independence Screening

Package: SIS
Version: 0.7-6
Date: 2015-11-03
Title: Sure Independence Screening
Author: Jianqing Fan, Yang Feng, Diego Franco Saldana, Richard Samworth, Yichao Wu
Maintainer: Diego Franco Saldana <diego@stat.columbia.edu>
Depends: R (>= 3.1.1), glmnet, ncvreg, survival
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) and all of its variants in generalized linear models and the Cox proportional hazards model.
License: GPL-2
NeedsCompilation: no
Packaged: 2015-11-06 02:18:37 UTC; df2406
Repository: CRAN
Date/Publication: 2015-11-06 05:49:48