Sparse Interval Sliced Inverse Regression

An interval fusion procedure for functional data in the semiparametric framework of SIR, as described in . Standard ridge and sparse SIR are also included in the package.


SISIR 0.1 The initial version of SISIR package: ridge SIR with CV for hyper-parameters, sparse SIR with interval fusion

Reference manual

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0.1-1 by Nathalie Vialaneix, a year ago

Browse source code at

Authors: Victor Picheny [aut] , Remi Servien [aut] , Nathalie Vialaneix [aut, cre]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Matrix, expm, RSpectra, glmnet

Depends on foreach, doParallel

See at CRAN