itdr: Integral Transformation Methods for SDR in Regression
The routine, itdr(), which allows to estimate the sufficient dimension reduction subspaces, i.e., central mean subspace or central subspace in regression, using Fourier transformation proposed by Zhu and Zeng (2006) <doi:10.1198/016214506000000140>, convolution transformation proposed by Zeng and Zhu (2010) <doi:10.1016/j.jmva.2009.08.004> and iterative Hessian transformation methods proposed by Cook and Li (2002) <doi:10.1214/aos/1021379861>. The function fm_xire() function provides optimal estimators by optimizing a discrepancy function using a Fourier transform approach proposed by Weng and Yin (2022) <doi:10.5705/ss.202020.0312>. The admmft() function selects the sufficient variables using a Fourier transform sparse inverse regression estimators proposed by Weng (2022) <doi:10.1016/j.csda.2021.107380>.
| Version: |
2.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
stats, utils, MASS, geigen, magic, energy, tidyr |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2023-06-23 |
| Author: |
Tharindu P. De Alwis
 [aut, cre],
S. Yaser Samadi
[ctb, aut],
Jiaying Weng
[ctb, aut] |
| Maintainer: |
Tharindu P. De Alwis <talwis at wpi.edu> |
| License: |
GPL-2 | GPL-3 |
| NeedsCompilation: |
yes |
| Citation: |
itdr citation info |
| Materials: |
NEWS |
| CRAN checks: |
itdr results |
Documentation:
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