An Orthogonality Constrained Optimization Approach for Semi-Parametric Dimension Reduction Problems

Utilize an orthogonality constrained optimization algorithm of Wen & Yin (2013) to solve a variety of dimension reduction problems in the semiparametric framework, such as Ma & Zhu (2012) , Ma & Zhu (2013) , and Sun, Zhu, Wang & Zeng (2017) . It also serves as a general purpose optimization solver for problems with orthogonality constraints. Parallel computing is enabled through `OpenMP'.


Package: orthoDr Version: 0.2.0

Added an experimental version of the semi-direct learning of personalized medicine model. Also added the efficient estimation procedure of Ma and Zhu (2013).

Package: orthoDr Version: 0.1.0

This is the first release of this package on CRAN.

Reference manual

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0.5.1 by Ruoqing Zhu, a year ago

Browse source code at

Authors: Ruilin Zhao , Jiyang Zhang and Ruoqing Zhu

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, survival, dr, pracma, plot3D, rgl, MASS

Linking to Rcpp, RcppArmadillo

System requirements: GNU make

See at CRAN