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.


Reference manual

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0.1.1 by Zhigen Zhao, 3 years ago

Browse source code at

Authors: Zhigen Zhao , Qian Lin , Jun Liu

Documentation:   PDF Manual  

GPL-3 license

Imports glmnet, graphics, stats

See at CRAN