r-sis 1.5
Propagated dependencies: r-survival@3.8-3 r-rcppeigen@0.3.4.0.2 r-rcpp@1.1.0 r-nnet@7.3-20 r-ncvreg@3.16.0 r-msaenet@3.1.2 r-glmnet@4.1-10 r-gcdnet@1.0.6 r-foreach@1.5.2 r-doparallel@1.0.17
Channel: guix-cran
Home page: https://cran.r-project.org/package=SIS
Licenses: GPL 2
Build system: r
Synopsis: 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) (Fan and Lv (2008)<doi:10.1111/j.1467-9868.2008.00674.x>) and all of its variants in generalized linear models (Fan and Song (2009)<doi:10.1214/10-AOS798>) and the Cox proportional hazards model (Fan, Feng and Wu (2010)<doi:10.1214/10-IMSCOLL606>).
Total packages: 1