Package: LassoSIR 0.1.1

LassoSIR: Sparsed Sliced Inverse Regression via Lasso

Estimate the sufficient dimension reduction space using sparsed sliced inverse regression via Lasso (Lasso-SIR) introduced in Lin, Zhao, and Liu (2017) <arxiv:1611.06655>. The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.

Authors:Zhigen Zhao, Qian Lin, Jun Liu

LassoSIR_0.1.1.tar.gz
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LassoSIR.pdf |LassoSIR.html
LassoSIR/json (API)

# Install 'LassoSIR' in R:
install.packages('LassoSIR', repos = c('https://zhaozhg81.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.43 score 1 stars 27 scripts 156 downloads 1 exports 10 dependencies

Last updated 7 years agofrom:c2e3b07c5a. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 16 2024
R-4.5-winOKNov 16 2024
R-4.5-linuxOKNov 16 2024
R-4.4-winOKNov 16 2024
R-4.4-macOKNov 16 2024
R-4.3-winOKNov 16 2024
R-4.3-macOKNov 16 2024

Exports:LassoSIR

Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixRcppRcppEigenshapesurvival