MFSIS

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) doi:10.1111/j.1467-9868.2008.00674.x), SIRS(Zhu et al. (2011)doi:10.1198/jasa.2011.tm10563), DC-SIS (Li et al. (2012) doi:10.1080/01621459.2012.695654), MDC-SIS(Shao and Zhang (2014) doi:10.1080/01621459.2014.887012), Bcor-SIS (Pan et al. (2019) doi:10.1080/01621459.2018.1462709), PC-Screen (Liu et al. (2020) doi:10.1080/01621459.2020.1783274), WLS (Zhong et al.(2021) doi:10.1080/01621459.2021.1918554), Kfilter (Mai and Zou (2015) doi:10.1214/14-AOS1303), MVSIS (Cui et al. (2015) doi:10.1080/01621459.2014.920256), PSIS (Pan et al. (2016) doi:10.1080/01621459.2014.998760), CAS (Xie et al. (2020) doi:10.1080/01621459.2019.1573734), CI-SIS (Cheng and Wang. (2022) doi:10.1016/j.cmpb.2022.107269)and CSIS.