Moder-Free Sure Independent Screening Procedures

An implementation of popular screening methods that are commonly employed in ultra-high and high dimensional data. Through this publicly available package, we provide a unified framework to carry out model-free screening procedures including SIS (Fan and Lv (2008) ), SIRS(Zhu et al. (2011)), DC-SIS (Li et al. (2012) ), MDC-SIS(Shao and Zhang (2014) ), Bcor-SIS (Pan et al. (2019) ), PC-Screen (Liu et al. (2020) ), WLS (Zhong et al.(2021) ), Kfilter (Mai and Zou (2015) ), MVSIS (Cui et al. (2015) ) and CSIS.


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install.packages("MFSIS")

0.1.2 by Xuewei Cheng, 22 days ago


Browse source code at https://github.com/cran/MFSIS


Authors: Xuewei Cheng [aut, cre] , Hong Wang [aut] , Liping Zhu [aut] , Wei Zhong [aut] , Hanpu Zhou [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports survival, MASS, Ball, reticulate, stats, crayon, cli, dr, foreach, parallel, doParallel, fs

Suggests knitr, randomForestSRC, SIS, glmnet, ncvreg, utils, pkgdown

System requirements: Python (>= 3.8.0)


See at CRAN