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Sure Independence Screening

6packages dependsuggested by 3
49Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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).

Install

Health

CRAN checks
13OK
Slowest check: 10.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK12 OK2026-04-25
Show 4 earlier changesHide 4 earlier changes
  • NOTE12 OK, 2 NOTE2026-04-22
  • ERROR11 OK, 2 NOTE, 1 ERROR2026-04-18
  • NOTE13 OK, 1 NOTE2026-03-15
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.5
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Cites a JSS article
Help pages
10 (1 internal)
Examples that run
75%3 run in a plain check · 1 never run
Exported functions with examples
75%
Documented parameters
94%
Return-value docs
100%
Help pages citing references
50%

Downloads

49K
CRAN downloads in the past year
Rank #1,866 · ~134/day · ~4.1K/mo
Daily download trend is not available in this view yet.
3.5K30 days
10.5K90 days
49K1 year
Compare downloads with other packages →
Also on385 r2u4 autocran215 c2d4u

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)

Installing SIS adds 11 packages (6 with compiled code, 9.2 MB of source tarballs). Heaviest: glmnet 2.7 MB, Rcpp 1.8 MB, RcppEigen 1.7 MB.

Depends (1)
R >= 3.2.4
Imports (9)
LinkingTo (2)
Enhances (0)
none
Reverse dependencies
6direct
0indirect
Imports 6
Suggested by 3
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (6)
Author, Maintainer since 0.8-1 (2016)
Author · added in 1.5
Author · added in 0.7
Author

Previously maintained by Diego Franco Saldana (0.7 to 0.7-6) and Yang Feng (0.1 to 0.6).

Releases (20)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.5Latest
    record
    2026-03-14 · current release · diff ↗ ·
    added 1 export
    boot_sis
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • 0.8-8
    record
    2020-01-27 · diff ↗
  • 0.8-7
    record
    2019-11-20 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • 0.8-6
    record
    2018-02-14 · diff ↗
  • 0.8-4
    record
    2017-04-21 · diff ↗
  • R
    R 3.4.0 released · 2017-04-21
  • 0.8-3
    record
    2016-10-12 · diff ↗
Show 25 earlier eventsHide 25 earlier events
  • 0.8-1
    record
    2016-08-13 · diff ↗ ·
    removed 2 exports
    predict.SIS, print.SIS
  • R
    R 3.3.0 released · 2016-05-03
  • 0.7-6
    record
    2015-11-06 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 0.7-5
    record
    2015-03-16 · diff ↗
  • 0.7-4
    record
    2014-08-01 · diff ↗ ·
    added 1 export
    tune.fit
  • 0.7-3
    record
    2014-07-23 · diff ↗
  • 0.7-2
    record
    2014-05-06 · diff ↗ ·
    added 1 export
    standardize
  • 0.7-1
    record
    2014-04-20 · diff ↗
  • 0.7
    record
    2014-04-16 · diff ↗ ·
    removed 13 exports
    wtlassoglm, fullscadglm, scadglm, INDEPgetfinalSCADcoef, getfinalSCADcoef, GLMvanISISscad, GLMvarISISscad, wtlassocox, fullscadcox, scadcox, getfinalSCADcoefCOX, COXvanISISscad, COXvarISISscad
    added 2 exports
    predict.SIS, print.SIS
  • R
    R 3.1.0 released · 2014-04-10
  • R
    R 3.0.0 released · 2013-04-03
  • R
    R 2.15.0 released · 2012-03-30
  • R
    R 2.14.0 released · 2011-10-31
  • R
    R 2.13.0 released · 2011-04-13
  • R
    R 2.12.0 released · 2010-10-15
  • 0.6
    record
    2010-09-06 · diff ↗
  • 0.5
    record
    2010-07-09 · diff ↗
  • R
    R 2.11.0 released · 2010-04-22
  • 0.4
    record
    2010-04-21 · diff ↗
  • 0.3
    record
    2009-12-09 · diff ↗
  • R
    R 2.10.0 released · 2009-10-26
  • 0.2
    record
    2009-08-19 · diff ↗
  • 0.1
    record
    2009-08-14
  • R
    R 2.9.0 released · 2009-04-17

Package metadata

First published
2009-08-14
Total releases
20 / 17 yrs
License
GPL-2 OSI
Minimum R
≥ 3.2.4
Bundled data
2.4 MB / 5 files
Download size
2.4 MB

Cite

Cite this package

Run in R for the authors' entry:

citation("SIS")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v083.i02.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for SIS version 1.5 [Data set]. HJJB, LLC. Data release v2026-10-20. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-20, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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