SIS: Sure Independence Screening

(Iterative) Sure Independence Screening for Generalized Linear Models and Cox's Proportional Hazards Models

Version: 0.3
Depends: survival, R (≥ 2.0)
Published: 2009-12-09
Author: Jianqing Fan, Yang Feng, Richard Samworth, Yichao Wu
Maintainer: Yang Feng <yangfeng at princeton.edu>
License: GPL-2
CRAN checks: SIS results

Downloads:

Package source: SIS_0.3.tar.gz
MacOS X binary: SIS_0.3.tgz
Windows binary: not available, see ReadMe.
Reference manual: SIS.pdf
Old sources: SIS archive