Hierarchical Sufficient Dimension Reduction

Provides semiparametric sufficient dimension reduction for central mean subspaces for heterogeneous data defined by combinations of binary factors (such as chronic conditions). Subspaces are estimated to be hierarchically nested to respect the structure of subpopulations with overlapping characteristics. This package is an implementation of the proposed methodology of Huling and Yu (2021) .


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install.packages("hierSDR")

0.1 by Jared Huling, 4 months ago


Report a bug at https://github.com/jaredhuling/hierSDR/issues


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


Authors: Jared Huling [aut, cre]


Documentation:   PDF Manual  


GPL-2 license


Imports numDeriv, optimx

Depends on MASS, Matrix, locfit, lbfgs


See at CRAN