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 (2017) <arXiv:1611.06655>. The Lasso-SIR is consistent and achieve the optimal convergence rate under certain sparsity conditions for the multiple index models.

Version:	0.1.1
Imports:	glmnet, graphics, stats
Published:	2017-12-06
Author:	Zhigen Zhao, Qian Lin, Jun Liu
Maintainer:	Zhigen Zhao <zhigen.zhao at gmail.com>
License:	GPL-3
NeedsCompilation:	no
CRAN checks:	LassoSIR results

Documentation:

Reference manual:

LassoSIR.pdf

Downloads:

Package source:	LassoSIR_0.1.1.tar.gz
Windows binaries:	r-devel: LassoSIR_0.1.1.zip, r-release: LassoSIR_0.1.1.zip, r-oldrel: LassoSIR_0.1.1.zip
macOS binaries:	r-release (arm64): LassoSIR_0.1.1.tgz, r-oldrel (arm64): LassoSIR_0.1.1.tgz, r-release (x86_64): LassoSIR_0.1.1.tgz, r-oldrel (x86_64): LassoSIR_0.1.1.tgz
Old sources:	LassoSIR archive

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