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SIS (version 0.4)

Sure Independence Screening

Description

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

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Version

Install

install.packages('SIS')

Monthly Downloads

3,162

Version

0.4

License

GPL-2

Maintainer

Yang Feng

Last Published

April 21st, 2010

Functions in SIS (0.4)

COXvanISISscad

(Iterative) Sure Independence Screening ((I)SIS) in the Cox proportional hazards regression model
scadcox

SCAD regularized loglikelihood for Cox proportional hazards regression models
wtlassocox

Weighted L1 regularized loglikelihood for Cox proportional hazards regression model
wtlassoglm

Weighted L1 regularized loglikelihood for generalized linear models
getfinalSCADcoefCOX

SCAD regularized loglikelihood for Cox proportional hazards regression models
GLMvanISISscad

(Iterative) Sure Independence Screening ((I)SIS) in Generalized Linear Models
heart.data

Dataset for SIS
lung.data

Dataset for SIS
scadglm

SCAD regularized loglikelihood for generalized linear models
getfinalSCADcoef

SCAD regularized loglikelihood for generalized linear models
SIS

(Iterative) Sure Independence Screening ((I)SIS) and fitting in Generalized Linear Models and Cox proportional hazards regression models