Methods for Dimension Reduction for Regression

Functions, methods, and datasets for fitting dimension reduction regression, using slicing (methods SAVE and SIR), Principal Hessian Directions (phd, using residuals and the response), and an iterative IRE. Partial methods, that condition on categorical predictors are also available. A variety of tests, and stepwise deletion of predictors, is also included. Also included is code for computing permutation tests of dimension. Adding additional methods of estimating dimension is straightforward. For documentation, see the vignette in the package. With version 3.0.4, the arguments for dr.step have been modified.


Changes to Version 3.0.10

o Corrected NAMESPACE and DESCRIPTION files for R 3.3.0

Changes to Version 3.0.9

o added .sty file needed for the vignette

Changes to Version 3.0.8

o moved vignettes to agree with new standards

o Corrected bug with na.option in 'dr'

Reference manual

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3.0.10 by Sanford Weisberg, 6 years ago

Browse source code at

Authors: Sanford Weisberg <[email protected]> ,

Documentation:   PDF Manual  

Task views: Multivariate Statistics, Statistics for the Social Sciences

GPL (>= 2) license

Imports stats, graphics

Depends on MASS

Imported by MFSIS, NonpModelCheck, orthoDr, quantdr.

Depended on by CovSel.

Suggested by LDRTools, LPCM, tsBSS.

See at CRAN