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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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Install
install.packages('SIS')
Monthly Downloads
1,130
Version
0.4
License
GPL-2
Maintainer
Yang Feng
Last Published
April 21st, 2010
Functions in SIS (0.4)
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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