⚠️There's a newer version (0.8-8) of this package.Take me there.
SIS (version 0.8-6)
Sure Independence Screening
Description
Variable selection techniques are essential tools for model
selection and estimation in high-dimensional statistical models. Through this
publicly available package, we provide a unified environment to carry out
variable selection using iterative sure independence screening (SIS) and all
of its variants in generalized linear models and the Cox proportional hazards
model.