itdr
swMATH41790CRANitdrMaRDI QIDQ1353276
Integral Transformation Methods for SDR in Regression
Tharindu P. de Alwis, Jiaying Weng, S. Yaser Samadi
Last update: 26 February 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.2.0, 1.0, 2.0.0, 2.0.1
Source code repository: https://github.com/cran/itdr
The itdr() routine allows for the estimation of sufficient dimension reduction subspaces in univariate regression such as the central mean subspace or central subspace in regression. This is achieved using Fourier transformation methods proposed by Zhu and Zeng (2006) <doi:10.1198/016214506000000140>, convolution transformation methods proposed by Zeng and Zhu (2010) <doi:10.1016/j.jmva.2009.08.004>, and iterative Hessian transformation methods proposed by Cook and Li (2002) <doi:10.1214/aos/1021379861>. Additionally, mitdr() function provides optimal estimators for sufficient dimension reduction subspaces in multivariate regression by optimizing a discrepancy function using a Fourier transform approach proposed by Weng and Yin (2022) <doi:10.5705/ss.202020.0312>, and selects the sufficient variables using Fourier transform sparse inverse regression estimators proposed by Weng (2022) <doi:10.1016/j.csda.2021.107380>.
- An integral transform method for estimating the central mean and central subspaces
- Dimension reduction for conditional mean in regression
- Fourier transform sparse inverse regression estimators for sufficient variable selection
- Fourier Methods for Estimating the Central Subspace and the Central Mean Subspace in Regression
- A Minimum Discrepancy Approach With Fourier Transform in Sufficient Dimension Reduction
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