Sparsed Sliced Inverse Regression via Lasso [R package LassoSIR version 1.0]

LassoSIR: Sparsed Sliced Inverse Regression via Lasso

Estimate the sufficient dimension reduction space using sparsed sliced inverse regression via Lasso (Lasso-SIR) introduced in Lin, Zhao, and Liu (2019) <doi:10.1080/01621459.2018.1520115>. The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.

Version:	1.0
Imports:	glmnet, graphics, stats
Published:	2025-03-31
Author:	Zhigen Zhao [aut, cre], Qian Lin [aut], Jun Liu [aut]
Maintainer:	Zhigen Zhao <zhigen.zhao at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	LassoSIR results

Documentation:

Reference manual:

LassoSIR.html , LassoSIR.pdf

Downloads:

Package source:	LassoSIR_1.0.tar.gz
Windows binaries:	r-devel: LassoSIR_1.0.zip, r-release: LassoSIR_1.0.zip, r-oldrel: LassoSIR_1.0.zip
macOS binaries:	r-release (arm64): LassoSIR_1.0.tgz, r-oldrel (arm64): LassoSIR_1.0.tgz, r-release (x86_64): LassoSIR_1.0.tgz, r-oldrel (x86_64): LassoSIR_1.0.tgz
Old sources:	LassoSIR archive

Linking:

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