SIRthresholded
From MaRDI portal
Software:99989
CRANSIRthresholdedMaRDI QIDQ99989FDOQ99989
Sliced Inverse Regression with Thresholding
Jerome Saracco, Hadrien Lorenzo, Clement Weinreich
Last update: 9 June 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 1.0.0, 1.0.2
Implements a thresholded version of the Sliced Inverse Regression method (Li, K. C. (1991) <doi:10.2307/2290563>), which allows to do variable selection.
This page was built for software: SIRthresholded
