Sure Independence Screening

Documentation for package ‘SIS’ version 0.2

COXvanISISscad	(Iterative) Sure Independence Screening ((I)SIS) in the Cox proportional hazards regression model
COXvarISISscad	(Iterative) Sure Independence Screening ((I)SIS) in the Cox proportional hazards regression model
fullscadcox	SCAD regularized loglikelihood for Cox proportional hazards regression models
fullscadglm	SCAD regularized loglikelihood for generalized linear models
getfinalSCADcoef	SCAD regularized loglikelihood for generalized linear models
getfinalSCADcoefCOX	SCAD regularized loglikelihood for Cox proportional hazards regression models
GLMvanISISscad	(Iterative) Sure Independence Screening ((I)SIS) in Generalized Linear Models
GLMvarISISscad	(Iterative) Sure Independence Screening ((I)SIS) in Generalized Linear Models
heart.data	Dataset for SIS
INDEPgetfinalSCADcoef	SCAD regularized loglikelihood for generalized linear models
lung.data	Dataset for SIS
scadcox	SCAD regularized loglikelihood for Cox proportional hazards regression models
scadglm	SCAD regularized loglikelihood for generalized linear models
SIS	(Iterative) Sure Independence Screening ((I)SIS) and fitting in Generalized Linear Models and Cox proportional hazards regression models
wtlassocox	Weighted L1 regularized loglikelihood for Cox proportional hazards regression model
wtlassoglm	Weighted L1 regularized loglikelihood for generalized linear models