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SIS

Sure Independence Screening

v1.5 · Mar 13, 2026 · GPL-2
CRAN GitHub Mirror

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>).

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CRAN Check Status

2 NOTE
12 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 NOTE
r-oldrel-macos-x86_64 NOTE
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK
Check details (2 non-OK)
NOTE r-oldrel-macos-arm64

installed package size

installed size is  8.4Mb
  sub-directories of 1Mb or more:
    data   3.6Mb
    libs   4.6Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  8.5Mb
  sub-directories of 1Mb or more:
    data   3.6Mb
    libs   4.7Mb

Check History

NOTE 13 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 14, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  8.4Mb
  sub-directories of 1Mb or more:
    data   3.6Mb
    libs   4.6Mb
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (10)

imports

RsqMed SILM crossurr gfiUltra hySAINT misspi multiModTest

suggests

SuperLearner quadVAR subsemble

Dependency Network

Dependencies Reverse dependencies glmnet ncvreg survival nnet doParallel gcdnet msaenet foreach RsqMed SILM crossurr gfiUltra hySAINT misspi multiModTest SuperLearner quadVAR subsemble SIS

Version History

updated 1.5 ← 0.8-8 diff Mar 14, 2026
new 0.8-8 Mar 10, 2026
updated 0.8-8 ← 0.8-7 diff Jan 26, 2020
updated 0.8-7 ← 0.8-6 diff Nov 19, 2019
updated 0.8-6 ← 0.8-4 diff Feb 13, 2018
updated 0.8-4 ← 0.8-3 diff Apr 20, 2017
updated 0.8-3 ← 0.8-1 diff Oct 11, 2016
updated 0.8-1 ← 0.7-6 diff Aug 12, 2016
updated 0.7-6 ← 0.7-5 diff Nov 5, 2015
updated 0.7-5 ← 0.7-4 diff Mar 15, 2015
updated 0.7-4 ← 0.7-3 diff Jul 31, 2014
updated 0.7-3 ← 0.7-2 diff Jul 22, 2014
updated 0.7-2 ← 0.7-1 diff May 5, 2014
updated 0.7-1 ← 0.7 diff Apr 19, 2014
updated 0.7 ← 0.6 diff Apr 15, 2014
updated 0.6 ← 0.5 diff Sep 5, 2010
updated 0.5 ← 0.4 diff Jul 8, 2010
updated 0.4 ← 0.3 diff Apr 20, 2010
updated 0.3 ← 0.2 diff Dec 8, 2009
updated 0.2 ← 0.1 diff Aug 18, 2009