Jianqing Fan, Yang Feng, Diego Franco Saldana, Richard Samworth, Yichao
Wu
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) and all
of its variants in generalized linear models and the Cox proportional hazards
model.

c(person("Yang", "Feng", email = "yang.feng@nyu.edu",
role = c("aut", "cre")),person("Jianqing", "Fan", email = "jqfan@princeton.edu",
role = c("aut")),person("Diego", "Franco Saldana", email = "diegofrasal@gmail.com",
role = c("aut")),person("Yichao", "Wu", email = "yichaowu@uic.edu",
role = c("aut")),person("Richard", "Samworth", email = "rjs57@hermes.cam.ac.uk",
role = c("aut")))
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>).
Yang Feng [aut, cre],
Jianqing Fan [aut],
Diego Franco Saldana [aut],
Yichao Wu [aut],
Richard Samworth [aut]

c(person("Yang", "Feng", email = "yangfengstat@gmail.com",
role = c("aut", "cre")),person("Jianqing", "Fan", email = "jqfan@princeton.edu",
role = c("aut")),person("Diego", "Franco Saldana", email = "diegofrasal@gmail.com",
role = c("aut")),person("Yichao", "Wu", email = "yichaowu@uic.edu",
role = c("aut")),person("Richard", "Samworth", email = "rjs57@hermes.cam.ac.uk",
role = c("aut")))

Sparse Interval Sliced Inverse Regression
c(
person("Victor", "Picheny", , "victor.picheny@inra.fr", c("aut")),
person("Remi", "Servien", , "remi.servien@inrae.fr", c("aut")),
person("Nathalie", "Vialaneix", , "nathalie.vialaneix@inrae.fr", c("aut", "cre")))
An interval fusion procedure for functional data in the
semiparametric framework of SIR, as described in
<doi:10.1007/s11222-018-9806-6>. Standard ridge and sparse SIR are
also included in the package.
Victor Picheny [aut],
Remi Servien [aut],
Nathalie Vialaneix [aut, cre]