SIS

swMATH8182CRANSISMaRDI QIDQ20192

Sure Independence Screening

Diego Franco Saldana, Jianqing Fan, Richard Samworth, Yichao Wu, Yang Feng

Last update: 27 January 2020

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.8-8

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

Cites work

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