LassoSIR

cranv1.0

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 (2019) <doi:10.1080/01621459.2018.1520115>. The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the

License GPL-3strong copyleft0 versions1 maintainers3 deps81 weekly dl
https://CRAN.R-project.org/package=LassoSIR
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First published · 2025-03-31 19:52:18

Last updated · 2025-03-31T18:00:12+00:00