Package: LassoSIR
Type: Package
Title: Sparsed Sliced Inverse Regression via Lasso
Version: 0.1.1
Date: 2017-12-06
Author: Zhigen Zhao, Qian Lin, Jun Liu
Maintainer: Zhigen Zhao <zhigen.zhao@gmail.com>
Description: 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.
License: GPL-3
Imports: glmnet, graphics, stats
NeedsCompilation: no
Packaged: 2017-12-06 16:40:52 UTC; zhaozhg
Repository: CRAN
Date/Publication: 2017-12-06 16:55:39 UTC
Built: R 4.2.0; ; 2023-07-11 00:49:42 UTC; unix
