Sure Independence Screening
Overview
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
- 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
Documentation
- 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
Dependencies
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.
Code & Tests
Datasets
People & History
Previously maintained by Diego Franco Saldana (0.7 to 0.7-6) and Yang Feng (0.1 to 0.6).
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 1.5Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- 0.8-82020-01-27 · diff ↗
- 0.8-72019-11-20 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.8-62018-02-14 · diff ↗
- 0.8-42017-04-21 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.8-32016-10-12 · diff ↗
Show 25 earlier eventsHide 25 earlier events
- 0.8-1
- RR 3.3.0 released · 2016-05-03
- 0.7-62015-11-06 · diff ↗
- RR 3.2.0 released · 2015-04-16
- 0.7-52015-03-16 · diff ↗
- 0.7-4
- 0.7-32014-07-23 · diff ↗
- 0.7-2
- 0.7-12014-04-20 · diff ↗
- 0.72014-04-16 · diff ↗ ·
removed 13 exports
wtlassoglm, fullscadglm, scadglm, INDEPgetfinalSCADcoef, getfinalSCADcoef, GLMvanISISscad, GLMvarISISscad, wtlassocox, fullscadcox, scadcox, getfinalSCADcoefCOX, COXvanISISscad, COXvarISISscadadded 2 exports
predict.SIS, print.SIS - RR 3.1.0 released · 2014-04-10
- RR 3.0.0 released · 2013-04-03
- RR 2.15.0 released · 2012-03-30
- RR 2.14.0 released · 2011-10-31
- RR 2.13.0 released · 2011-04-13
- RR 2.12.0 released · 2010-10-15
- 0.62010-09-06 · diff ↗
- 0.52010-07-09 · diff ↗
- RR 2.11.0 released · 2010-04-22
- 0.42010-04-21 · diff ↗
- 0.32009-12-09 · diff ↗
- RR 2.10.0 released · 2009-10-26
- 0.22009-08-19 · diff ↗
- 0.12009-08-14
- RR 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.
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.