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SIS (version 0.1)
Sure Independent Screening
Description
(Iterative) Sure Independent Screening for Generalized Linear Models and Cox's Proportional Hazard's Models
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Install
install.packages('SIS')
Monthly Downloads
4,543
Version
0.1
License
GPL-2
Maintainer
Yang Feng
Last Published
August 14th, 2009
Functions in SIS (0.1)
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heart.data
Dataset for SIS
getfinalSCADcoef
SCAD regularized loglikelihood for generalized linear models
lung.data
Dataset for SIS
wtlassoglm
Weighted L1 regularized loglikelihood for generalized linear models
scadcox
SCAD regularized loglikelihood for Cox proportional hazards regression models
GLMvanISISscad
(Iterative) Sure Independence Screening ((I)SIS) in Generalized Linear Models
wtlassocox
Weighted L1 regularized loglikelihood for Cox proportional hazards regression model
scadglm
SCAD regularized loglikelihood for generalized linear models
COXvanISISscad
(Iterative) Sure Independence Screening ((I)SIS) in the Cox proportional hazards regression model
getfinalSCADcoefCOX
SCAD regularized loglikelihood for Cox proportional hazards regression models
SIS
(Iterative) Sure Independence Screening ((I)SIS) and fitting in Generalized Linear Models and Cox proportional hazards regression models