An Orthogonality Constrained Optimization Approach for
Semi-Parametric Dimension Reduction Problems
Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) <10.1007> to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) <10.1080>, Ma & Zhu (2013) <10.1214>, and Sun, Zhu, Wang & Zeng (2017) <1704.05046>. It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing is enabled through `OpenMP'.1704.05046>10.1214>10.1080>10.1007>
Added an experimental version of the semi-direct learning of personalized medicine
model. Also added the efficient estimation procedure of Ma and Zhu (2013).
This is the first release of this package on CRAN.