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) . The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.


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install.packages("LassoSIR")

0.1.1 by Zhigen Zhao, 2 years ago


Browse source code at https://github.com/cran/LassoSIR


Authors: Zhigen Zhao , Qian Lin , Jun Liu


Documentation:   PDF Manual  


GPL-3 license


Imports glmnet, graphics, stats


See at CRAN